+249.8%
DKS vs NWSA
+123.2%
+126.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.0% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | -36.6% | +4.6% | -41.2% | -38.1% |
| 3M | -37.6% | +10.2% | -47.8% | -40.8% |
| 6M | -32.1% | +21.6% | -53.7% | -39.0% |
| YTD | -32.3% | +14.6% | -47.0% | -37.8% |
| 1Y | -39.5% | +0.4% | -39.8% | -40.9% |
| 3Y | +27.7% | +45.0% | -17.3% | +3.7% |
| 5Y | +15.0% | +41.3% | -26.3% | -7.7% |
| 10Y | +192.6% | +142.8% | +49.8% | +71.6% |
| All | +249.8% | +123.2% | +126.7% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling