+196.8%
DKS vs WCN
+235.9%
-39.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -3.0% | -3.1% | +0.2% | -1.3% |
| 30D | -33.4% | -3.4% | -30.0% | -31.9% |
| 3M | -39.4% | +3.0% | -42.3% | -40.2% |
| 6M | -30.1% | -3.8% | -26.3% | -29.0% |
| YTD | -31.0% | -8.3% | -22.6% | -28.3% |
| 1Y | -40.2% | -9.7% | -30.4% | -37.5% |
| 3Y | +30.9% | +17.2% | +13.8% | +12.4% |
| 5Y | +14.0% | +25.3% | -11.3% | -8.2% |
| All | +196.8% | +235.9% | -39.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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