+5,555.8%
DKS vs WSM
+2,796.9%
+2,758.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | -0.4% | +2.6% | -3.0% | -1.7% |
| 30D | -36.6% | -9.5% | -27.1% | -33.2% |
| 3M | -37.6% | +12.9% | -50.5% | -41.2% |
| 6M | -32.1% | +23.0% | -55.1% | -38.9% |
| YTD | -32.3% | +28.9% | -61.2% | -40.8% |
| 1Y | -39.5% | +13.7% | -53.2% | -43.7% |
| 3Y | +27.7% | +232.6% | -205.0% | -35.7% |
| 5Y | +15.0% | +185.9% | -170.8% | -38.9% |
| 10Y | +192.6% | +998.6% | -806.0% | -24.2% |
| All | +5,555.8% | +2,796.9% | +2,758.9% | +668.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling