-35.9%
DKS vs WTW
+3.0%
-38.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +3.0% | -2.6% | +5.6% | +3.2% |
| 30D | -30.5% | -1.0% | -29.6% | -30.4% |
| 3M | -35.7% | +29.9% | -65.6% | -35.9% |
| 6M | -29.7% | +10.7% | -40.4% | -28.7% |
| YTD | -28.9% | +2.6% | -31.4% | -26.0% |
| 1Y | -35.9% | +2.8% | -38.6% | -33.3% |
| All | -35.9% | +3.0% | -38.9% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling