+349.8%
WELL vs DKS
+206.3%
+143.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +0.1% |
| 30D | +2.3% | -32.7% | +35.1% | +8.7% |
| 3M | +12.3% | -38.8% | +51.1% | +21.3% |
| 6M | +15.6% | -29.4% | +45.0% | +21.0% |
| YTD | +28.3% | -30.3% | +58.6% | +34.4% |
| 1Y | +41.9% | -39.6% | +81.5% | +52.3% |
| 3Y | +198.3% | +32.2% | +166.2% | +156.6% |
| 5Y | +206.4% | +15.1% | +191.3% | +157.6% |
| All | +349.8% | +206.3% | +143.4% | +116.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling