+1,629.9%
WM vs DKS
+6,292.4%
-4,662.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | +3.0% | -3.3% | -0.7% |
| 30D | -2.4% | -30.5% | +28.2% | +1.7% |
| 3M | +0.4% | -35.7% | +36.1% | +5.6% |
| 6M | -9.5% | -29.7% | +20.2% | -6.3% |
| YTD | +0.5% | -28.9% | +29.4% | +3.7% |
| 1Y | -1.1% | -35.9% | +34.8% | +3.2% |
| 3Y | +46.0% | +28.2% | +17.9% | +33.5% |
| 5Y | +51.8% | +11.8% | +40.0% | +36.7% |
| 10Y | +307.5% | +211.6% | +95.9% | +184.5% |
| All | +1,629.9% | +6,292.4% | -4,662.5% | +716.5% |
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 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