+112.4%
WFC vs DKS
+226.4%
-114.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | -0.3% |
| 7D | +2.5% | +6.3% | -3.8% | +1.0% |
| 30D | +7.0% | +9.3% | -2.3% | +4.5% |
| 3M | -1.8% | -25.3% | +23.5% | +3.3% |
| 6M | +18.4% | -29.2% | +47.6% | +25.5% |
| YTD | -5.6% | -22.7% | +17.1% | -2.5% |
| 1Y | +3.9% | -30.1% | +34.0% | +9.9% |
| 3Y | +126.3% | +45.6% | +80.7% | +88.8% |
| 5Y | +91.1% | +28.5% | +62.7% | +56.2% |
| All | +112.4% | +226.4% | -114.0% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling