+152.4%
DKNG vs WWD
+200.5%
-48.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.8% |
| 7D | +3.0% | -2.6% | +5.6% | +4.2% |
| 30D | -3.0% | -6.9% | +3.9% | -0.2% |
| 3M | -17.6% | -13.0% | -4.5% | -13.6% |
| 6M | -3.2% | -12.5% | +9.2% | -0.1% |
| YTD | -28.2% | +11.8% | -40.1% | -34.5% |
| 1Y | -46.1% | +41.1% | -87.1% | -56.2% |
| 3Y | -22.2% | +163.1% | -185.2% | -54.2% |
| 5Y | -60.4% | +187.6% | -248.0% | -78.0% |
| All | +152.4% | +200.5% | -48.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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