+12.4%
DKS vs NWSA
+39.0%
-26.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -4.7% | -4.8% | 0.0% | -2.4% |
| 30D | -35.1% | +3.0% | -38.0% | -36.1% |
| 3M | -37.7% | +9.3% | -47.0% | -40.9% |
| 6M | -30.7% | +23.2% | -53.9% | -38.7% |
| YTD | -31.9% | +13.3% | -45.3% | -37.4% |
| 1Y | -40.0% | +2.9% | -42.9% | -42.0% |
| 3Y | +28.4% | +43.3% | -14.9% | +2.0% |
| 5Y | +12.4% | +40.9% | -28.5% | -15.4% |
| All | +12.4% | +39.0% | -26.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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