+152.4%
DKNG vs WTW
+75.7%
+76.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | +3.0% | -5.7% | +8.8% | +6.1% |
| 30D | -3.0% | -7.3% | +4.2% | +0.7% |
| 3M | -17.6% | +21.5% | -39.0% | -25.4% |
| 6M | -3.2% | +9.6% | -12.9% | -8.5% |
| YTD | -28.2% | -3.3% | -24.9% | -28.3% |
| 1Y | -46.1% | -6.1% | -39.9% | -45.5% |
| 3Y | -22.2% | +61.8% | -84.0% | -44.8% |
| 5Y | -60.4% | +42.7% | -103.1% | -69.7% |
| All | +152.4% | +75.7% | +76.8% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling