+222.0%
WELL vs KMX
-64.7%
+286.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +3.0% | +1.5% | +1.5% | +2.9% |
| 30D | +10.2% | +3.0% | +7.2% | +9.8% |
| 3M | +6.1% | -7.8% | +13.9% | +6.8% |
| 6M | +16.6% | +34.3% | -17.7% | +12.3% |
| YTD | +35.3% | +40.2% | -4.9% | +28.3% |
| 1Y | +31.5% | +63.0% | -31.5% | +21.9% |
| 3Y | +206.5% | -14.5% | +221.0% | +200.0% |
| 5Y | +222.0% | -64.3% | +286.3% | +281.8% |
| All | +222.0% | -64.7% | +286.6% | +281.8% |
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