+437.9%
WWD vs KMX
-2.3%
+440.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +4.0% | +3.4% | +0.6% | +2.8% |
| 30D | +0.4% | +6.8% | -6.4% | -2.2% |
| 3M | -7.9% | -11.4% | +3.5% | -4.9% |
| 6M | -10.6% | +43.6% | -54.2% | -22.9% |
| YTD | +9.4% | +37.7% | -28.3% | -6.0% |
| 1Y | +25.7% | +53.0% | -27.2% | +3.7% |
| 3Y | +148.5% | -16.3% | +164.9% | +136.3% |
| 5Y | +189.5% | -64.2% | +253.7% | +282.0% |
| All | +437.9% | -2.3% | +440.2% | +324.2% |
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