+163.8%
WAT vs DKS
+199.7%
-35.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -1.7% | -37.7% | +36.0% | +5.7% |
| 3M | +9.1% | -38.9% | +48.0% | +17.5% |
| 6M | +32.4% | -31.1% | +63.5% | +39.4% |
| YTD | +6.6% | -31.8% | +38.4% | +12.4% |
| 1Y | +34.7% | -38.0% | +72.8% | +44.1% |
| 3Y | +53.6% | +28.6% | +25.0% | +42.8% |
| 5Y | -4.1% | +12.5% | -16.6% | -12.0% |
| All | +163.8% | +199.7% | -35.9% | +89.1% |
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