+1,380.6%
WAT vs DKS
+6,292.4%
-4,911.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | +3.0% | -4.3% | -1.8% |
| 30D | +2.3% | -30.5% | +32.9% | +8.2% |
| 3M | +8.7% | -35.7% | +44.4% | +16.5% |
| 6M | +28.3% | -29.7% | +58.0% | +34.9% |
| YTD | +7.8% | -28.9% | +36.6% | +13.0% |
| 1Y | +36.6% | -35.9% | +72.5% | +45.7% |
| 3Y | +45.7% | +28.2% | +17.5% | +33.8% |
| 5Y | -3.3% | +11.8% | -15.1% | -12.3% |
| 10Y | +162.1% | +211.6% | -49.5% | +79.1% |
| All | +1,380.6% | +6,292.4% | -4,911.9% | +659.4% |
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