-15.3%
WDAY vs KMX
+5.0%
-20.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -4.4% | +1.9% | -6.3% | -4.5% |
| 30D | +14.7% | +11.7% | +3.1% | +13.5% |
| 3M | +32.4% | +34.9% | -2.5% | +28.3% |
| 6M | +36.9% | +50.3% | -13.4% | +30.8% |
| YTD | -8.8% | +63.8% | -72.6% | -13.5% |
| 1Y | -15.3% | +3.8% | -19.1% | -20.9% |
| All | -15.3% | +5.0% | -20.3% | -20.9% |
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