+12.4%
DKS vs WCN
+25.5%
-13.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.2% |
| 7D | -4.7% | -4.4% | -0.3% | -3.3% |
| 30D | -35.1% | -4.4% | -30.6% | -33.9% |
| 3M | -37.7% | +0.5% | -38.2% | -37.6% |
| 6M | -30.7% | -3.3% | -27.5% | -30.0% |
| YTD | -31.9% | -8.5% | -23.4% | -29.9% |
| 1Y | -40.0% | -8.9% | -31.1% | -38.2% |
| 3Y | +28.4% | +18.0% | +10.4% | +13.0% |
| 5Y | +12.4% | +25.0% | -12.6% | -9.3% |
| All | +12.4% | +25.5% | -13.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling