+1,188.5%
WDC vs DKS
+203.5%
+985.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | -4.3% | -3.0% | -1.3% | -3.5% |
| 30D | -1.5% | -33.4% | +31.9% | +8.5% |
| 3M | -15.5% | -39.4% | +23.9% | -5.1% |
| 6M | +66.5% | -30.1% | +96.6% | +77.6% |
| YTD | +159.9% | -31.0% | +190.8% | +178.6% |
| 1Y | +366.0% | -40.2% | +406.1% | +420.0% |
| 3Y | +1,285.8% | +30.9% | +1,254.9% | +1,060.9% |
| 5Y | +925.6% | +14.0% | +911.5% | +745.2% |
| All | +1,188.5% | +203.5% | +985.1% | +533.5% |
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 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