+12.4%
DKS vs WPM
+252.7%
-240.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.4% |
| 30D | -35.1% | +12.5% | -47.5% | -36.2% |
| 3M | -37.7% | +40.6% | -78.3% | -40.5% |
| 6M | -30.7% | +0.5% | -31.3% | -31.5% |
| YTD | -31.9% | +29.0% | -61.0% | -34.7% |
| 1Y | -40.0% | +43.8% | -83.8% | -43.2% |
| 3Y | +28.4% | +266.3% | -237.9% | +4.0% |
| 5Y | +12.4% | +255.1% | -242.7% | -15.4% |
| All | +12.4% | +252.7% | -240.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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