+144.0%
WDAY vs DKS
+226.4%
-82.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.3% | +2.4% |
| 7D | +1.8% | +6.3% | -4.5% | +0.4% |
| 30D | +4.1% | +9.3% | -5.2% | +1.8% |
| 3M | -4.8% | -25.3% | +20.4% | -0.3% |
| 6M | +68.6% | -29.2% | +97.8% | +78.1% |
| YTD | -8.5% | -22.7% | +14.2% | -6.0% |
| 1Y | -12.1% | -30.1% | +18.0% | -7.6% |
| 3Y | -13.2% | +45.6% | -58.8% | -26.4% |
| 5Y | -33.7% | +28.5% | -62.2% | -44.8% |
| All | +144.0% | +226.4% | -82.5% | +45.1% |
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 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