+303.5%
WDAY vs KMX
+69.3%
+234.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | +1.8% | +3.4% | -1.5% | +0.7% |
| 30D | +4.1% | +6.8% | -2.8% | +1.6% |
| 3M | -4.8% | -11.4% | +6.5% | -1.8% |
| 6M | +68.6% | +43.6% | +25.1% | +47.3% |
| YTD | -8.5% | +37.7% | -46.3% | -20.4% |
| 1Y | -12.1% | +53.0% | -65.1% | -26.4% |
| 3Y | -13.2% | -16.3% | +3.1% | -16.3% |
| 5Y | -33.7% | -64.2% | +30.5% | -17.2% |
| 10Y | +137.4% | -2.8% | +140.3% | +83.5% |
| All | +303.5% | +69.3% | +234.2% | +135.4% |
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 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