+207.0%
WPM vs KMX
-64.6%
+271.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -3.6% | +3.4% | -6.9% | -3.9% |
| 30D | +1.4% | +6.8% | -5.4% | +0.8% |
| 3M | -0.2% | -11.4% | +11.2% | +0.9% |
| 6M | -7.3% | +43.6% | -50.9% | -10.4% |
| YTD | +12.3% | +37.7% | -25.4% | +8.7% |
| 1Y | +24.9% | +53.0% | -28.1% | +19.9% |
| 3Y | +210.4% | -16.3% | +226.7% | +205.6% |
| All | +207.0% | -64.6% | +271.6% | +216.2% |
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 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