+52.9%
WAT vs DKS
+28.7%
+24.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -1.0% | -36.6% | +35.6% | +9.0% |
| 3M | +10.9% | -37.6% | +48.5% | +22.2% |
| 6M | +33.2% | -32.1% | +65.2% | +43.0% |
| YTD | +6.1% | -32.3% | +38.4% | +14.0% |
| 1Y | +30.2% | -39.5% | +69.7% | +43.6% |
| 3Y | +52.9% | +27.7% | +25.2% | +22.9% |
| All | +52.9% | +28.7% | +24.2% | +22.9% |
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 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