-4.1%
WAT vs DKS
+15.5%
-19.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -1.7% | -37.7% | +36.0% | +7.4% |
| 3M | +9.1% | -38.9% | +48.0% | +19.4% |
| 6M | +32.4% | -31.1% | +63.5% | +40.7% |
| YTD | +6.6% | -31.8% | +38.4% | +13.5% |
| 1Y | +34.7% | -38.0% | +72.8% | +46.0% |
| 3Y | +53.6% | +28.6% | +25.0% | +39.9% |
| 5Y | -4.1% | +12.5% | -16.6% | -15.1% |
| All | -4.1% | +15.5% | -19.6% | -15.1% |
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 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