+183.8%
WWD vs KMX
-54.8%
+238.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -2.9% | -3.4% | +0.5% | -2.2% |
| 30D | -6.6% | +4.0% | -10.6% | -7.4% |
| 3M | -9.3% | +24.8% | -34.1% | -13.9% |
| 6M | -13.6% | +43.6% | -57.2% | -21.0% |
| YTD | +10.4% | +56.6% | -46.3% | -1.3% |
| 1Y | +39.9% | +2.2% | +37.6% | +35.4% |
| 3Y | +165.0% | -25.4% | +190.5% | +170.9% |
| 5Y | +183.8% | -55.0% | +238.8% | +218.4% |
| All | +183.8% | -54.8% | +238.6% | +218.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling