+29.1%
DKS vs WY
-25.0%
+54.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.1% |
| 7D | -4.7% | -3.7% | -1.1% | -3.0% |
| 30D | -35.1% | -11.3% | -23.8% | -31.2% |
| 3M | -37.7% | -8.1% | -29.6% | -35.3% |
| 6M | -30.7% | -7.4% | -23.3% | -28.6% |
| YTD | -31.9% | -4.7% | -27.2% | -31.4% |
| 1Y | -40.0% | -9.2% | -30.8% | -37.8% |
| All | +29.1% | -25.0% | +54.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling