+1,563.0%
WCC vs KMX
+2,028.8%
-465.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.1% |
| 7D | +9.9% | +3.4% | +6.6% | +8.8% |
| 30D | -8.4% | +6.8% | -15.3% | -10.8% |
| 3M | -10.3% | -11.4% | +1.0% | -7.4% |
| 6M | -10.5% | +43.6% | -54.0% | -22.1% |
| YTD | +32.2% | +37.7% | -5.6% | +14.9% |
| 1Y | +25.5% | +53.0% | -27.4% | +5.1% |
| 3Y | +134.7% | -16.3% | +151.0% | +134.6% |
| 5Y | +139.9% | -64.2% | +204.2% | +205.7% |
| 10Y | +433.5% | -2.8% | +436.3% | +394.0% |
| All | +1,563.0% | +2,028.8% | -465.8% | +660.2% |
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