+227.2%
DKS vs WCC
+431.3%
-204.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.4% |
| 7D | +6.3% | +9.9% | -3.6% | +2.4% |
| 30D | +9.3% | -8.4% | +17.8% | +11.4% |
| 3M | -25.3% | -10.3% | -14.9% | -23.6% |
| 6M | -29.2% | -10.5% | -18.7% | -28.5% |
| YTD | -22.7% | +32.2% | -54.9% | -34.1% |
| 1Y | -30.1% | +25.5% | -55.6% | -39.2% |
| 3Y | +45.6% | +134.7% | -89.1% | -8.8% |
| 5Y | +28.5% | +139.9% | -111.5% | -26.1% |
| All | +227.2% | +431.3% | -204.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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