+986.4%
WM vs KMX
+475.4%
+511.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.4% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -2.4% | +11.7% | -14.1% | -3.7% |
| 3M | +0.4% | +34.9% | -34.5% | -3.5% |
| 6M | -9.5% | +50.3% | -59.7% | -14.5% |
| YTD | +0.5% | +63.8% | -63.3% | -6.3% |
| 1Y | -1.1% | +3.8% | -4.9% | -3.4% |
| 3Y | +46.0% | -24.3% | +70.3% | +45.6% |
| 5Y | +51.8% | -50.2% | +102.0% | +55.7% |
| 10Y | +307.5% | +5.4% | +302.1% | +270.0% |
| All | +986.4% | +475.4% | +511.1% | +578.2% |
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