+826.8%
DKS vs WU
-21.8%
+848.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.2% |
| 7D | +6.3% | -2.0% | +8.3% | +7.3% |
| 30D | +9.3% | +11.4% | -2.1% | +3.8% |
| 3M | -25.3% | -6.8% | -18.5% | -23.2% |
| 6M | -29.2% | -14.6% | -14.6% | -25.6% |
| YTD | -22.7% | -20.6% | -2.1% | -16.5% |
| 1Y | -30.1% | -15.4% | -14.7% | -26.8% |
| 3Y | +45.6% | -23.6% | +69.2% | +56.2% |
| 5Y | +28.5% | -43.4% | +71.8% | +53.9% |
| 10Y | +235.2% | -38.8% | +274.0% | +273.5% |
| All | +826.8% | -21.8% | +848.7% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling