-36.3%
DKS vs WETO
-99.4%
+63.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.3% |
| 7D | -2.0% | -4.3% | +2.3% | -2.1% |
| 30D | -32.7% | -39.9% | +7.2% | -33.2% |
| 3M | -38.8% | -97.9% | +59.1% | -37.4% |
| 6M | -29.4% | -95.0% | +65.6% | -29.4% |
| YTD | -30.3% | -97.2% | +66.9% | -29.5% |
| 1Y | -39.6% | -98.9% | +59.3% | -38.1% |
| All | -36.3% | -99.4% | +63.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling