+2,065.3%
WEC vs DKS
+6,842.3%
-4,777.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | +2.3% | +6.3% | -4.0% | +1.8% |
| 30D | +11.1% | +9.3% | +1.8% | +10.2% |
| 3M | +8.4% | -25.3% | +33.7% | +10.3% |
| 6M | +7.5% | -29.2% | +36.7% | +9.7% |
| YTD | +15.3% | -22.7% | +38.1% | +16.6% |
| 1Y | +9.7% | -30.1% | +39.8% | +11.8% |
| 3Y | +64.7% | +45.6% | +19.0% | +54.8% |
| 5Y | +57.3% | +28.5% | +28.8% | +46.6% |
| 10Y | +195.9% | +235.2% | -39.3% | +137.1% |
| All | +2,065.3% | +6,842.3% | -4,777.0% | +1,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling