+204.5%
WELL vs DKS
+28.7%
+175.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +0.5% | -36.6% | +37.1% | +2.5% |
| 3M | +19.1% | -37.6% | +56.7% | +21.5% |
| 6M | +17.0% | -32.1% | +49.0% | +18.9% |
| YTD | +29.2% | -32.3% | +61.5% | +31.3% |
| 1Y | +42.1% | -39.5% | +81.6% | +45.1% |
| 3Y | +204.5% | +27.7% | +176.9% | +161.5% |
| All | +204.5% | +28.7% | +175.9% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling