+898.0%
DKS vs WPM
+5,967.5%
-5,069.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | -30.5% | +26.4% | -56.9% | -32.5% |
| 3M | -35.7% | +20.8% | -56.5% | -37.4% |
| 6M | -29.7% | +1.1% | -30.8% | -30.3% |
| YTD | -28.9% | +32.5% | -61.3% | -31.8% |
| 1Y | -35.9% | +51.5% | -87.4% | -39.6% |
| 3Y | +28.2% | +267.0% | -238.9% | +7.9% |
| 5Y | +11.8% | +250.1% | -238.3% | -6.4% |
| 10Y | +211.6% | +540.4% | -328.8% | +135.2% |
| All | +898.0% | +5,967.5% | -5,069.5% | +429.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling