+586.9%
WFC vs DKS
+5,981.0%
-5,394.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -0.6% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +0.8% | -36.6% | +37.4% | +14.6% |
| 3M | +9.3% | -37.6% | +46.9% | +24.4% |
| 6M | +10.6% | -32.1% | +42.7% | +21.4% |
| YTD | -4.1% | -32.3% | +28.3% | +5.2% |
| 1Y | +13.6% | -39.5% | +53.1% | +28.4% |
| 3Y | +130.7% | +27.7% | +103.1% | +88.7% |
| 5Y | +126.7% | +15.0% | +111.7% | +77.7% |
| 10Y | +132.1% | +192.6% | -60.5% | +7.5% |
| All | +586.9% | +5,981.0% | -5,394.1% | +42.1% |
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