+525.4%
WPM vs KMX
+11.6%
+513.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | -0.6% | -3.1% | +2.6% | -0.3% |
| 30D | +14.4% | +4.4% | +10.0% | +14.1% |
| 3M | +37.0% | +18.9% | +18.1% | +35.1% |
| 6M | +4.1% | +44.3% | -40.2% | +1.0% |
| YTD | +31.7% | +58.7% | -27.0% | +27.0% |
| 1Y | +44.2% | +0.1% | +44.1% | +42.3% |
| 3Y | +265.5% | -24.4% | +289.9% | +264.2% |
| 5Y | +262.5% | -54.4% | +316.9% | +266.3% |
| All | +525.4% | +11.6% | +513.8% | +582.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling