+15.0%
DKS vs WST
-25.8%
+40.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -36.6% | -4.6% | -32.0% | -35.9% |
| 3M | -37.6% | +5.7% | -43.3% | -38.3% |
| 6M | -32.1% | +37.6% | -69.6% | -36.5% |
| YTD | -32.3% | +23.0% | -55.4% | -35.4% |
| 1Y | -39.5% | +33.8% | -73.3% | -43.3% |
| 3Y | +27.7% | -13.4% | +41.0% | +26.2% |
| 5Y | +15.0% | -27.0% | +42.0% | +18.9% |
| All | +15.0% | -25.8% | +40.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling