+2,805.8%
WELL vs DKS
+6,292.4%
-3,486.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -0.8% | +3.0% | -3.8% | -1.5% |
| 30D | -0.1% | -30.5% | +30.5% | +6.9% |
| 3M | +18.0% | -35.7% | +53.7% | +28.4% |
| 6M | +15.0% | -29.7% | +44.7% | +21.9% |
| YTD | +28.6% | -28.9% | +57.5% | +35.6% |
| 1Y | +42.9% | -35.9% | +78.8% | +53.7% |
| 3Y | +203.0% | +28.2% | +174.9% | +158.5% |
| 5Y | +206.9% | +11.8% | +195.1% | +154.4% |
| 10Y | +339.5% | +211.6% | +127.9% | +137.1% |
| All | +2,805.8% | +6,292.4% | -3,486.6% | +689.9% |
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