+196.8%
DKS vs WSM
+1,071.8%
-875.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | -33.4% | -7.7% | -25.7% | -30.1% |
| 3M | -39.4% | +3.8% | -43.1% | -40.6% |
| 6M | -30.1% | +22.7% | -52.8% | -37.9% |
| YTD | -31.0% | +28.0% | -59.0% | -40.6% |
| 1Y | -40.2% | +12.7% | -52.9% | -44.8% |
| 3Y | +30.9% | +231.3% | -200.3% | -42.3% |
| 5Y | +14.0% | +177.2% | -163.2% | -46.3% |
| All | +196.8% | +1,071.8% | -875.0% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling