+328.7%
WM vs DKS
+244.9%
+83.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -0.3% |
| 7D | -0.5% | +3.8% | -4.3% | -0.8% |
| 30D | +13.3% | +8.1% | +5.2% | +12.5% |
| 3M | +4.4% | -28.6% | +33.0% | +6.7% |
| 6M | +10.8% | -33.6% | +44.4% | +13.9% |
| YTD | +9.1% | -23.8% | +32.8% | +10.5% |
| 1Y | +19.1% | -30.7% | +49.9% | +21.6% |
| 3Y | +45.7% | +41.5% | +4.1% | +35.5% |
| 5Y | +60.4% | +23.0% | +37.4% | +48.0% |
| 10Y | +328.7% | +236.0% | +92.7% | +210.4% |
| All | +328.7% | +244.9% | +83.8% | +210.4% |
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