+451.8%
WST vs KMX
-3.5%
+455.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +10.7% | +3.5% | +7.2% | +9.8% |
| 3M | +16.8% | -10.4% | +27.3% | +18.9% |
| 6M | +32.0% | +37.6% | -5.6% | +22.9% |
| YTD | +49.9% | +36.1% | +13.9% | +38.5% |
| 1Y | +50.6% | +52.8% | -2.1% | +35.7% |
| 3Y | +21.4% | -17.0% | +38.5% | +18.9% |
| 5Y | -0.6% | -64.7% | +64.1% | +11.8% |
| All | +451.8% | -3.5% | +455.3% | +400.3% |
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 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