+61.3%
WCC vs KMX
-0.2%
+61.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +1.7% | -3.4% | +5.0% | +2.2% |
| 30D | -6.1% | +4.0% | -10.1% | -6.7% |
| 3M | +3.1% | +24.8% | -21.7% | -0.8% |
| 6M | +28.2% | +43.6% | -15.4% | +19.4% |
| YTD | +41.1% | +56.6% | -15.5% | +30.7% |
| 1Y | +61.3% | +2.2% | +59.0% | +52.6% |
| All | +61.3% | -0.2% | +61.5% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling