-26.2%
WDAY vs KMX
-26.3%
+0.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -7.4% | -1.9% | -5.5% | -7.0% |
| 30D | +1.0% | +2.6% | -1.6% | +0.6% |
| 3M | +32.7% | +25.6% | +7.1% | +26.3% |
| 6M | +25.6% | +41.9% | -16.3% | +15.8% |
| YTD | -13.4% | +56.0% | -69.4% | -22.1% |
| 1Y | -19.4% | -1.8% | -17.6% | -20.1% |
| All | -26.2% | -26.3% | +0.1% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling