+5,283.2%
WAB vs KMX
+383.8%
+4,899.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.1% |
| 7D | +5.1% | +3.4% | +1.7% | +4.4% |
| 30D | +4.0% | +6.8% | -2.8% | +2.4% |
| 3M | +0.1% | -11.4% | +11.5% | +2.2% |
| 6M | +12.8% | +43.6% | -30.8% | +3.6% |
| YTD | +40.1% | +37.7% | +2.3% | +28.6% |
| 1Y | +46.4% | +53.0% | -6.6% | +31.3% |
| 3Y | +167.4% | -16.3% | +183.7% | +163.6% |
| 5Y | +215.0% | -64.2% | +279.3% | +258.0% |
| 10Y | +269.2% | -2.8% | +272.0% | +238.9% |
| All | +5,283.2% | +383.8% | +4,899.4% | +3,976.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling