+3.6%
WBD vs DKS
+13.6%
-10.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -0.7% | -3.0% | +2.2% | +0.2% |
| 30D | +1.4% | -33.4% | +34.8% | +13.4% |
| 3M | +4.4% | -39.4% | +43.8% | +20.4% |
| 6M | +0.8% | -30.1% | +30.9% | +8.9% |
| YTD | -2.7% | -31.0% | +28.3% | +5.1% |
| 1Y | +73.4% | -40.2% | +113.6% | +96.5% |
| 3Y | +142.1% | +30.9% | +111.2% | +87.2% |
| All | +3.6% | +13.6% | -10.0% | -24.2% |
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