+255.1%
WPM vs KMX
-54.8%
+309.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | -3.6% | -3.4% | -0.2% | -3.3% |
| 30D | +12.5% | +4.0% | +8.5% | +12.1% |
| 3M | +40.6% | +24.8% | +15.8% | +37.9% |
| 6M | +0.5% | +43.6% | -43.1% | -3.0% |
| YTD | +29.0% | +56.6% | -27.6% | +23.8% |
| 1Y | +43.8% | +2.2% | +41.6% | +41.3% |
| 3Y | +266.3% | -25.4% | +291.7% | +264.5% |
| 5Y | +255.1% | -55.0% | +310.1% | +252.9% |
| All | +255.1% | -54.8% | +309.9% | +252.9% |
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