+149.0%
WMB vs DKS
+28.7%
+120.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.1% | +2.6% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +7.7% | -36.6% | +44.3% | +10.7% |
| 3M | +6.7% | -37.6% | +44.3% | +9.8% |
| 6M | +3.6% | -32.1% | +35.7% | +5.7% |
| YTD | +28.0% | -32.3% | +60.3% | +30.3% |
| 1Y | +37.6% | -39.5% | +77.1% | +41.4% |
| 3Y | +149.0% | +27.7% | +121.4% | +121.7% |
| All | +149.0% | +28.7% | +120.4% | +121.7% |
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