+198.3%
DKS vs WST
+325.7%
-127.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | -37.7% | -4.3% | -33.4% | -36.9% |
| 3M | -38.9% | +0.7% | -39.7% | -39.0% |
| 6M | -31.1% | +36.0% | -67.1% | -36.5% |
| YTD | -31.8% | +22.7% | -54.6% | -35.7% |
| 1Y | -38.0% | +34.1% | -72.1% | -43.0% |
| 3Y | +28.6% | -13.6% | +42.2% | +25.3% |
| 5Y | +12.5% | -26.0% | +38.5% | +13.0% |
| 10Y | +198.3% | +335.8% | -137.4% | +53.1% |
| All | +198.3% | +325.7% | -127.4% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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