+4,417.9%
WAB vs DKS
+6,292.4%
-1,874.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -3.2% | +3.0% | -6.2% | -4.1% |
| 30D | -4.4% | -30.5% | +26.1% | +4.3% |
| 3M | +7.9% | -35.7% | +43.6% | +20.4% |
| 6M | +8.7% | -29.7% | +38.4% | +17.5% |
| YTD | +33.0% | -28.9% | +61.8% | +42.9% |
| 1Y | +46.7% | -35.9% | +82.5% | +61.9% |
| 3Y | +153.0% | +28.2% | +124.8% | +113.5% |
| 5Y | +222.3% | +11.8% | +210.4% | +165.3% |
| 10Y | +291.0% | +211.6% | +79.4% | +95.0% |
| All | +4,417.9% | +6,292.4% | -1,874.5% | +873.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling