+127.4%
WFC vs DKNG
+152.4%
-25.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.3% |
| 7D | +0.4% | +3.0% | -2.7% | -0.1% |
| 30D | +1.5% | -3.0% | +4.5% | +1.9% |
| 3M | +10.2% | -17.6% | +27.8% | +13.0% |
| 6M | +18.8% | -3.2% | +22.0% | +17.9% |
| YTD | -1.5% | -28.2% | +26.7% | +2.2% |
| 1Y | +13.5% | -46.1% | +59.6% | +23.0% |
| 3Y | +135.0% | -22.2% | +157.1% | +132.7% |
| 5Y | +130.1% | -60.4% | +190.4% | +141.6% |
| All | +127.4% | +152.4% | -25.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling