+336.4%
WM vs DKS
+224.7%
+111.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.4% |
| 30D | +13.1% | +7.3% | +5.7% | +12.4% |
| 3M | +3.6% | -28.4% | +32.1% | +5.9% |
| 6M | +8.1% | -36.9% | +45.0% | +11.6% |
| YTD | +8.9% | -27.3% | +36.2% | +10.8% |
| 1Y | +20.3% | -33.2% | +53.6% | +23.3% |
| 3Y | +46.2% | +32.2% | +14.0% | +36.9% |
| 5Y | +59.9% | +22.3% | +37.6% | +47.3% |
| All | +336.4% | +224.7% | +111.7% | +218.2% |
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