+295.4%
WMB vs DKS
+199.2%
+96.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -1.7% | -4.7% | +3.1% | -0.9% |
| 30D | +0.7% | -35.1% | +35.8% | +7.2% |
| 3M | +1.5% | -37.7% | +39.2% | +8.6% |
| 6M | +0.1% | -30.7% | +30.8% | +4.6% |
| YTD | +22.9% | -31.9% | +54.8% | +28.6% |
| 1Y | +27.9% | -40.0% | +67.9% | +36.5% |
| 3Y | +139.1% | +28.4% | +110.7% | +111.1% |
| 5Y | +270.9% | +12.4% | +258.5% | +221.2% |
| All | +295.4% | +199.2% | +96.2% | +116.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling