+507.5%
WCC vs KMX
+10.2%
+497.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +1.7% | -3.4% | +5.0% | +3.3% |
| 30D | -6.1% | +4.0% | -10.1% | -8.1% |
| 3M | +3.1% | +24.8% | -21.7% | -8.8% |
| 6M | +28.2% | +43.6% | -15.4% | +3.6% |
| YTD | +41.1% | +56.6% | -15.5% | +7.8% |
| 1Y | +61.3% | +2.2% | +59.0% | +47.3% |
| 3Y | +123.6% | -25.4% | +149.1% | +136.4% |
| 5Y | +214.8% | -55.0% | +269.8% | +312.0% |
| All | +507.5% | +10.2% | +497.4% | +323.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling