+133.3%
WFC vs DKS
+27.5%
+105.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.4% | -2.9% | +3.3% | +1.0% |
| 30D | +2.5% | -37.7% | +40.2% | +10.5% |
| 3M | +10.0% | -38.9% | +48.9% | +18.9% |
| 6M | +15.1% | -31.1% | +46.2% | +20.7% |
| YTD | -2.2% | -31.8% | +29.6% | +2.7% |
| 1Y | +13.5% | -38.0% | +51.5% | +21.1% |
| All | +133.3% | +27.5% | +105.8% | +87.5% |
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