+281.4%
WMB vs DKS
+226.4%
+54.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.0% |
| 7D | +7.8% | +6.3% | +1.5% | +6.7% |
| 30D | -5.1% | +9.3% | -14.4% | -6.7% |
| 3M | -4.7% | -25.3% | +20.6% | -1.4% |
| 6M | -7.4% | -29.2% | +21.8% | -3.6% |
| YTD | +17.5% | -22.7% | +40.2% | +19.7% |
| 1Y | +19.5% | -30.1% | +49.6% | +23.9% |
| 3Y | +121.3% | +45.6% | +75.6% | +90.9% |
| 5Y | +200.5% | +28.5% | +172.1% | +154.4% |
| All | +281.4% | +226.4% | +54.9% | +94.6% |
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