+5,933.7%
WPM vs KMX
+343.7%
+5,589.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | +7.0% | -0.7% | +7.7% | +7.1% |
| 30D | +15.7% | +4.1% | +11.6% | +15.0% |
| 3M | +35.2% | +27.5% | +7.7% | +29.3% |
| 6M | +6.1% | +43.6% | -37.5% | -1.2% |
| YTD | +32.6% | +56.8% | -24.2% | +21.4% |
| 1Y | +46.9% | -1.3% | +48.2% | +43.6% |
| 3Y | +276.3% | -25.4% | +301.7% | +276.2% |
| 5Y | +260.0% | -53.9% | +313.9% | +279.7% |
| 10Y | +508.5% | +0.7% | +507.9% | +397.5% |
| All | +5,933.7% | +343.7% | +5,589.9% | +2,862.3% |
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