-24.5%
WU vs KMX
+188.1%
-212.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -4.9% | -1.9% | -3.1% | -4.4% |
| 30D | -1.3% | +2.6% | -3.8% | -2.0% |
| 3M | -3.6% | +25.6% | -29.1% | -10.3% |
| 6M | -24.3% | +41.9% | -66.2% | -32.8% |
| YTD | -21.1% | +56.0% | -77.1% | -32.3% |
| 1Y | -10.3% | -1.8% | -8.5% | -13.9% |
| 3Y | -28.4% | -25.7% | -2.6% | -27.7% |
| 5Y | -51.2% | -54.7% | +3.5% | -45.7% |
| 10Y | -39.6% | +9.2% | -48.8% | -53.6% |
| All | -24.5% | +188.1% | -212.6% | -66.9% |
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