+261.5%
WAB vs DKS
+226.4%
+35.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.5% |
| 7D | +5.1% | +6.3% | -1.2% | +3.5% |
| 30D | +4.0% | +9.3% | -5.3% | +1.5% |
| 3M | +0.1% | -25.3% | +25.4% | +5.2% |
| 6M | +12.8% | -29.2% | +42.0% | +19.6% |
| YTD | +40.1% | -22.7% | +62.8% | +44.9% |
| 1Y | +46.4% | -30.1% | +76.5% | +55.1% |
| 3Y | +167.4% | +45.6% | +121.7% | +126.6% |
| 5Y | +215.0% | +28.5% | +186.6% | +161.8% |
| All | +261.5% | +226.4% | +35.1% | +90.8% |
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