+5,845.5%
DKS vs WCN
+2,841.3%
+3,004.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.2% |
| 7D | +3.0% | -0.6% | +3.6% | +3.4% |
| 30D | -30.5% | +0.4% | -31.0% | -30.4% |
| 3M | -35.7% | +7.3% | -43.0% | -38.2% |
| 6M | -29.7% | -2.5% | -27.2% | -29.2% |
| YTD | -28.9% | -5.4% | -23.5% | -27.5% |
| 1Y | -35.9% | -8.5% | -27.4% | -33.6% |
| 3Y | +28.2% | +20.8% | +7.4% | +9.8% |
| 5Y | +11.8% | +30.0% | -18.2% | -9.6% |
| 10Y | +211.6% | +238.4% | -26.8% | +41.8% |
| All | +5,845.5% | +2,841.3% | +3,004.3% | +733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling