+5,039.1%
WAB vs KMX
+450.6%
+4,588.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -2.4% | +4.1% | -6.5% | -3.3% |
| 3M | +9.7% | +27.5% | -17.8% | +3.8% |
| 6M | +16.5% | +43.6% | -27.0% | +6.9% |
| YTD | +33.7% | +56.8% | -23.0% | +20.0% |
| 1Y | +49.7% | -1.3% | +51.0% | +45.4% |
| 3Y | +170.9% | -25.4% | +196.3% | +173.6% |
| 5Y | +228.0% | -53.9% | +281.9% | +254.2% |
| 10Y | +284.8% | +0.7% | +284.1% | +250.5% |
| All | +5,039.1% | +450.6% | +4,588.5% | +3,703.2% |
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