+196.8%
DKS vs WU
-39.1%
+235.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -3.0% | -3.5% | +0.5% | -1.4% |
| 30D | -33.4% | -2.9% | -30.4% | -32.6% |
| 3M | -39.4% | -2.3% | -37.1% | -39.8% |
| 6M | -30.1% | -25.4% | -4.7% | -21.9% |
| YTD | -31.0% | -21.2% | -9.8% | -25.0% |
| 1Y | -40.2% | -8.9% | -31.3% | -39.7% |
| 3Y | +30.9% | -29.0% | +59.9% | +44.9% |
| 5Y | +14.0% | -50.7% | +64.8% | +48.3% |
| All | +196.8% | -39.1% | +235.9% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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