+6,511.9%
WCN vs KMX
+1,192.2%
+5,319.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.6% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -2.1% | +4.1% | -6.2% | -2.6% |
| 3M | +6.4% | +27.5% | -21.1% | +3.2% |
| 6M | -3.7% | +43.6% | -47.2% | -8.1% |
| YTD | -6.4% | +56.8% | -63.1% | -11.7% |
| 1Y | -7.9% | -1.3% | -6.6% | -9.4% |
| 3Y | +20.8% | -25.4% | +46.2% | +20.9% |
| 5Y | +29.0% | -53.9% | +82.9% | +33.4% |
| 10Y | +236.4% | +0.7% | +235.7% | +210.5% |
| All | +6,511.9% | +1,192.2% | +5,319.7% | +5,330.0% |
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