+142.1%
WEC vs DKS
+199.2%
-57.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | -4.7% | +3.5% | -1.0% |
| 30D | -0.4% | -35.1% | +34.7% | +1.5% |
| 3M | -6.8% | -37.7% | +30.9% | -4.8% |
| 6M | -6.4% | -30.7% | +24.4% | -5.0% |
| YTD | +2.5% | -31.9% | +34.4% | +4.0% |
| 1Y | -0.4% | -40.0% | +39.6% | +1.7% |
| 3Y | +38.5% | +28.4% | +10.1% | +33.3% |
| 5Y | +31.7% | +12.4% | +19.3% | +26.2% |
| All | +142.1% | +199.2% | -57.1% | +96.5% |
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