+5,845.5%
DKS vs WST
+9,637.8%
-3,792.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | -30.5% | -3.1% | -27.4% | -29.7% |
| 3M | -35.7% | +7.2% | -42.9% | -37.2% |
| 6M | -29.7% | +36.8% | -66.5% | -37.2% |
| YTD | -28.9% | +23.8% | -52.7% | -34.5% |
| 1Y | -35.9% | +37.8% | -73.6% | -43.3% |
| 3Y | +28.2% | -15.9% | +44.0% | +22.9% |
| 5Y | +11.8% | -25.8% | +37.6% | +9.2% |
| 10Y | +211.6% | +319.6% | -108.0% | +39.4% |
| All | +5,845.5% | +9,637.8% | -3,792.3% | +949.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling