+222.9%
WAB vs KMX
-54.2%
+277.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +0.6% |
| 30D | -4.6% | +2.6% | -7.1% | -5.2% |
| 3M | +5.6% | +25.6% | -19.9% | -0.2% |
| 6M | +13.8% | +41.9% | -28.1% | +3.7% |
| YTD | +31.9% | +56.0% | -24.2% | +16.8% |
| 1Y | +48.3% | -1.8% | +50.0% | +44.9% |
| 3Y | +167.1% | -25.7% | +192.9% | +174.0% |
| 5Y | +222.9% | -54.7% | +277.6% | +258.9% |
| All | +222.9% | -54.2% | +277.0% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling