+428.1%
WMT vs DKS
+203.5%
+224.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -7.4% | -33.4% | +26.0% | -4.4% |
| 3M | -10.9% | -39.4% | +28.5% | -7.3% |
| 6M | -12.7% | -30.1% | +17.4% | -10.5% |
| YTD | -3.2% | -31.0% | +27.7% | -0.8% |
| 1Y | +5.3% | -40.2% | +45.4% | +9.1% |
| 3Y | +101.9% | +30.9% | +70.9% | +92.1% |
| 5Y | +134.6% | +14.0% | +120.5% | +121.3% |
| All | +428.1% | +203.5% | +224.6% | +335.0% |
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