+8,622.5%
WST vs KMX
+392.6%
+8,229.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.4% | +1.5% | -0.2% | +1.2% |
| 30D | +12.7% | +3.0% | +9.7% | +12.2% |
| 3M | +17.2% | -7.8% | +25.0% | +18.2% |
| 6M | +26.7% | +34.3% | -7.7% | +21.0% |
| YTD | +50.3% | +40.2% | +10.0% | +41.8% |
| 1Y | +50.2% | +63.0% | -12.7% | +38.7% |
| 3Y | +21.7% | -14.5% | +36.2% | +19.9% |
| 5Y | +2.0% | -64.3% | +66.4% | +10.6% |
| 10Y | +451.1% | +2.8% | +448.3% | +407.3% |
| All | +8,622.5% | +392.6% | +8,229.8% | +6,479.4% |
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