-25.4%
DKNG vs WST
-11.8%
-13.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | -6.4% | -2.0% | -4.4% | -6.1% |
| 3M | -17.6% | +4.1% | -21.7% | -18.3% |
| 6M | -5.7% | +47.4% | -53.1% | -12.0% |
| YTD | -31.2% | +25.4% | -56.6% | -34.1% |
| 1Y | -48.1% | +35.3% | -83.4% | -51.0% |
| All | -25.4% | -11.8% | -13.6% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling