+769.7%
WMT vs DKS
+6,026.4%
-5,256.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -5.8% | -37.7% | +31.9% | -0.8% |
| 3M | -10.8% | -38.9% | +28.2% | -5.8% |
| 6M | -14.3% | -31.1% | +16.7% | -11.2% |
| YTD | -4.4% | -31.8% | +27.4% | -0.9% |
| 1Y | +4.3% | -38.0% | +42.4% | +9.2% |
| 3Y | +100.1% | +28.6% | +71.4% | +86.2% |
| 5Y | +130.8% | +12.5% | +118.3% | +112.3% |
| 10Y | +433.7% | +198.3% | +235.4% | +300.0% |
| All | +769.7% | +6,026.4% | -5,256.7% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling