+17.3%
DKS vs WST
-2.2%
+19.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.6% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | +7.3% | +9.1% | -1.7% | +5.5% |
| 3M | -28.4% | +14.7% | -43.1% | -30.4% |
| 6M | -36.9% | +28.0% | -64.9% | -40.0% |
| YTD | -27.3% | +45.6% | -73.0% | -33.0% |
| 1Y | -33.2% | +45.7% | -78.9% | -38.4% |
| 3Y | +32.2% | +21.1% | +11.1% | +18.9% |
| All | +17.3% | -2.2% | +19.5% | +13.8% |
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