+152.4%
DKNG vs WST
+170.7%
-18.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.1% |
| 7D | +3.0% | +1.8% | +1.2% | +2.3% |
| 30D | -3.0% | -1.7% | -1.3% | -2.4% |
| 3M | -17.6% | +4.9% | -22.5% | -19.3% |
| 6M | -3.2% | +45.5% | -48.8% | -16.9% |
| YTD | -28.2% | +26.1% | -54.3% | -35.0% |
| 1Y | -46.1% | +31.7% | -77.8% | -52.4% |
| 3Y | -22.2% | -12.1% | -10.1% | -25.7% |
| 5Y | -60.4% | -23.6% | -36.8% | -60.6% |
| All | +152.4% | +170.7% | -18.2% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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