+222.3%
WAB vs DKS
+12.8%
+209.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.2% | -4.7% | +4.5% | +0.8% |
| 30D | -5.9% | -35.1% | +29.2% | +1.7% |
| 3M | +9.4% | -37.7% | +47.1% | +19.0% |
| 6M | +13.8% | -30.7% | +44.6% | +20.6% |
| YTD | +31.8% | -31.9% | +63.7% | +40.0% |
| 1Y | +48.5% | -40.0% | +88.5% | +61.8% |
| 3Y | +167.0% | +28.4% | +138.5% | +139.2% |
| 5Y | +222.3% | +12.4% | +209.9% | +181.3% |
| All | +222.3% | +12.8% | +209.5% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling