+167.4%
WAB vs DKS
+44.7%
+122.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.4% |
| 7D | +5.1% | +6.3% | -1.2% | +3.8% |
| 30D | +4.0% | +9.3% | -5.3% | +2.0% |
| 3M | +0.1% | -25.3% | +25.4% | +4.8% |
| 6M | +12.8% | -29.2% | +42.0% | +19.0% |
| YTD | +40.1% | -22.7% | +62.8% | +44.4% |
| 1Y | +46.4% | -30.1% | +76.5% | +54.3% |
| 3Y | +167.4% | +45.6% | +121.7% | +137.7% |
| All | +167.4% | +44.7% | +122.7% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling