+975.1%
WDC vs DKNG
+152.4%
+822.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -3.7% |
| 7D | -4.3% | +3.0% | -7.3% | -4.8% |
| 30D | -1.5% | -3.0% | +1.5% | -1.2% |
| 3M | -15.5% | -17.6% | +2.1% | -13.6% |
| 6M | +66.5% | -3.2% | +69.7% | +63.8% |
| YTD | +159.9% | -28.2% | +188.1% | +169.4% |
| 1Y | +366.0% | -46.1% | +412.0% | +407.0% |
| 3Y | +1,285.8% | -22.2% | +1,308.0% | +1,272.1% |
| 5Y | +925.6% | -60.4% | +986.0% | +921.1% |
| All | +975.1% | +152.4% | +822.6% | +657.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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