-31.1%
WDAY vs KMX
-54.2%
+23.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -7.4% | -1.9% | -5.5% | -6.9% |
| 30D | +1.0% | +2.6% | -1.6% | +0.4% |
| 3M | +32.7% | +25.6% | +7.1% | +23.7% |
| 6M | +25.6% | +41.9% | -16.3% | +12.2% |
| YTD | -13.4% | +56.0% | -69.4% | -25.2% |
| 1Y | -19.4% | -1.8% | -17.6% | -21.5% |
| 3Y | -25.8% | -25.7% | 0.0% | -23.2% |
| 5Y | -31.1% | -54.7% | +23.7% | -20.4% |
| All | -31.1% | -54.2% | +23.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling