+1,591.1%
WCC vs KMX
+2,003.2%
-412.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +14.2% | 0.0% | +14.3% | +14.3% |
| 30D | -9.8% | +3.5% | -13.3% | -11.2% |
| 3M | -10.1% | -10.4% | +0.3% | -7.5% |
| 6M | -9.4% | +37.6% | -47.0% | -20.0% |
| YTD | +34.4% | +36.1% | -1.7% | +17.3% |
| 1Y | +23.3% | +52.8% | -29.5% | +3.3% |
| 3Y | +137.9% | -17.0% | +155.0% | +138.5% |
| 5Y | +144.0% | -64.7% | +208.6% | +212.1% |
| 10Y | +442.5% | -4.0% | +446.5% | +404.4% |
| All | +1,591.1% | +2,003.2% | -412.1% | +676.3% |
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