+308.0%
WMB vs DKS
+199.7%
+108.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | +4.6% | -37.7% | +42.3% | +12.1% |
| 3M | +5.7% | -38.9% | +44.7% | +13.5% |
| 6M | +4.2% | -31.1% | +35.3% | +9.0% |
| YTD | +26.8% | -31.8% | +58.7% | +32.6% |
| 1Y | +34.7% | -38.0% | +72.7% | +42.9% |
| 3Y | +146.8% | +28.6% | +118.2% | +117.8% |
| 5Y | +285.0% | +12.5% | +272.5% | +233.3% |
| All | +308.0% | +199.7% | +108.3% | +123.8% |
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