+46.0%
WM vs DKS
+29.1%
+16.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.4% |
| 30D | -2.4% | -30.5% | +28.2% | -1.6% |
| 3M | +0.4% | -35.7% | +36.1% | +1.4% |
| 6M | -9.5% | -29.7% | +20.2% | -8.8% |
| YTD | +0.5% | -28.9% | +29.4% | +1.1% |
| 1Y | -1.1% | -35.9% | +34.8% | -0.2% |
| All | +46.0% | +29.1% | +16.9% | +36.1% |
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 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