+292.2%
WAB vs DKS
+203.5%
+88.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +0.7% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | -4.1% | -33.4% | +29.3% | +4.1% |
| 3M | +8.2% | -39.4% | +47.5% | +19.9% |
| 6M | +15.4% | -30.1% | +45.5% | +23.0% |
| YTD | +33.1% | -31.0% | +64.1% | +42.1% |
| 1Y | +48.1% | -40.2% | +88.2% | +63.3% |
| 3Y | +167.7% | +30.9% | +136.8% | +133.2% |
| 5Y | +225.7% | +14.0% | +211.7% | +178.6% |
| All | +292.2% | +203.5% | +88.8% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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