+6,369.9%
DKS vs WST
+11,716.8%
-5,346.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +9.4% | +1.4% | +8.1% | +9.0% |
| 30D | +9.8% | +12.7% | -2.9% | +5.5% |
| 3M | -29.3% | +17.2% | -46.4% | -32.9% |
| 6M | -32.6% | +26.7% | -59.2% | -37.8% |
| YTD | -22.6% | +50.3% | -72.9% | -33.3% |
| 1Y | -29.8% | +50.2% | -80.0% | -39.5% |
| 3Y | +43.2% | +21.7% | +21.5% | +20.1% |
| 5Y | +29.8% | +2.0% | +27.8% | +13.0% |
| 10Y | +236.7% | +451.1% | -214.4% | +36.7% |
| All | +6,369.9% | +11,716.8% | -5,346.9% | +969.0% |
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