+148.5%
WWD vs KMX
-14.8%
+163.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +4.0% | +3.4% | +0.6% | +3.5% |
| 30D | +0.4% | +6.8% | -6.4% | -0.7% |
| 3M | -7.9% | -11.4% | +3.5% | -6.5% |
| 6M | -10.6% | +43.6% | -54.2% | -16.4% |
| YTD | +9.4% | +37.7% | -28.3% | +2.2% |
| 1Y | +25.7% | +53.0% | -27.2% | +15.4% |
| 3Y | +148.5% | -16.3% | +164.9% | +155.7% |
| All | +148.5% | -14.8% | +163.3% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling