+302.1%
WDAY vs KMX
+101.3%
+200.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -4.4% | +1.9% | -6.3% | -4.9% |
| 30D | +14.7% | +11.7% | +3.1% | +10.8% |
| 3M | +32.4% | +34.9% | -2.5% | +19.0% |
| 6M | +36.9% | +50.3% | -13.4% | +17.6% |
| YTD | -8.8% | +63.8% | -72.6% | -24.4% |
| 1Y | -15.3% | +3.8% | -19.1% | -20.3% |
| 3Y | -21.2% | -24.3% | +3.1% | -20.2% |
| 5Y | -29.5% | -50.2% | +20.7% | -21.3% |
| 10Y | +120.0% | +5.4% | +114.7% | +67.6% |
| All | +302.1% | +101.3% | +200.8% | +123.5% |
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