+482.1%
WWD vs KMX
+11.6%
+470.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.9% |
| 7D | -2.6% | -3.1% | +0.5% | -1.5% |
| 30D | -6.9% | +4.4% | -11.4% | -8.5% |
| 3M | -13.0% | +18.9% | -32.0% | -19.0% |
| 6M | -12.5% | +44.3% | -56.7% | -24.7% |
| YTD | +11.8% | +58.7% | -46.8% | -7.9% |
| 1Y | +41.1% | +0.1% | +40.9% | +33.5% |
| 3Y | +163.1% | -24.4% | +187.5% | +164.1% |
| 5Y | +187.6% | -54.4% | +242.1% | +240.3% |
| All | +482.1% | +11.6% | +470.5% | +316.8% |
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