-27.0%
WST vs KMX
-52.4%
+25.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -4.6% | +4.1% | -8.7% | -5.4% |
| 3M | +5.7% | +27.5% | -21.8% | +0.3% |
| 6M | +37.6% | +43.6% | -6.0% | +26.4% |
| YTD | +23.0% | +56.8% | -33.7% | +10.7% |
| 1Y | +33.8% | -1.3% | +35.2% | +31.1% |
| 3Y | -13.4% | -25.4% | +12.0% | -12.5% |
| 5Y | -27.0% | -53.9% | +27.0% | -23.0% |
| All | -27.0% | -52.4% | +25.5% | -23.0% |
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