+31.2%
WEC vs DKS
+15.5%
+15.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +0.9% | -37.7% | +38.6% | +2.0% |
| 3M | -5.3% | -38.9% | +33.6% | -4.3% |
| 6M | -6.6% | -31.1% | +24.5% | -5.8% |
| YTD | +3.3% | -31.8% | +35.1% | +4.1% |
| 1Y | +2.1% | -38.0% | +40.1% | +3.1% |
| 3Y | +39.6% | +28.6% | +11.0% | +36.2% |
| 5Y | +31.2% | +12.5% | +18.6% | +26.4% |
| All | +31.2% | +15.5% | +15.7% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling