+1,571.6%
WAT vs DKS
+6,654.9%
-5,083.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | +2.0% | +3.3% | -1.2% | +1.4% |
| 30D | +7.7% | +5.9% | +1.8% | +6.3% |
| 3M | +11.1% | -27.4% | +38.5% | +16.1% |
| 6M | +31.2% | -32.6% | +63.8% | +38.7% |
| YTD | +21.7% | -24.8% | +46.5% | +25.8% |
| 1Y | +19.3% | -32.8% | +52.2% | +25.9% |
| 3Y | +80.6% | +39.1% | +41.5% | +62.9% |
| 5Y | +29.5% | +25.0% | +4.5% | +14.9% |
| 10Y | +225.3% | +226.2% | -0.9% | +119.6% |
| All | +1,571.6% | +6,654.9% | -5,083.3% | +745.5% |
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