+111.5%
WDAY vs DKS
+199.2%
-87.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -10.5% | -4.7% | -5.8% | -9.5% |
| 30D | +2.1% | -35.1% | +37.2% | +10.9% |
| 3M | +34.6% | -37.7% | +72.4% | +47.4% |
| 6M | +29.9% | -30.7% | +60.6% | +37.7% |
| YTD | -13.8% | -31.9% | +18.1% | -8.5% |
| 1Y | -18.3% | -40.0% | +21.7% | -11.0% |
| 3Y | -26.2% | +28.4% | -54.6% | -35.4% |
| 5Y | -30.8% | +12.4% | -43.2% | -40.5% |
| All | +111.5% | +199.2% | -87.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling