+68.6%
WDAY vs KMX
+40.4%
+28.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +3.0% |
| 7D | +1.8% | +3.4% | -1.5% | +1.6% |
| 30D | +4.1% | +6.8% | -2.8% | +3.6% |
| 3M | -4.8% | -11.4% | +6.5% | -4.5% |
| 6M | +68.6% | +43.6% | +25.1% | +88.4% |
| All | +68.6% | +40.4% | +28.2% | +88.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling