-15.7%
AWK vs DKS
+12.8%
-28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.7% | -4.7% | +4.0% | -0.6% |
| 30D | +2.8% | -35.1% | +37.8% | +4.3% |
| 3M | +11.3% | -37.7% | +49.0% | +13.1% |
| 6M | +6.7% | -30.7% | +37.5% | +8.0% |
| YTD | +9.4% | -31.9% | +41.3% | +10.7% |
| 1Y | +3.7% | -40.0% | +43.7% | +5.4% |
| 3Y | +9.2% | +28.4% | -19.2% | +1.3% |
| 5Y | -15.7% | +12.4% | -28.1% | -25.7% |
| All | -15.7% | +12.8% | -28.5% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling