+1,713.7%
WCC vs KMX
+2,431.6%
-717.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.8% | +3.5% |
| 7D | +4.5% | +1.9% | +2.6% | +3.8% |
| 30D | -5.8% | +11.7% | -17.5% | -9.4% |
| 3M | -3.7% | +34.9% | -38.5% | -13.6% |
| 6M | +23.1% | +50.3% | -27.2% | +5.3% |
| YTD | +44.2% | +63.8% | -19.6% | +19.0% |
| 1Y | +62.1% | +3.8% | +58.3% | +51.8% |
| 3Y | +121.1% | -24.3% | +145.4% | +128.8% |
| 5Y | +214.0% | -50.2% | +264.2% | +259.1% |
| 10Y | +472.8% | +5.4% | +467.4% | +416.9% |
| All | +1,713.7% | +2,431.6% | -717.9% | +687.8% |
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 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