+199.6%
DKS vs WTW
+198.0%
+1.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.0% | -5.7% | +3.7% | +0.5% |
| 30D | -32.7% | -7.3% | -25.5% | -30.4% |
| 3M | -38.8% | +21.5% | -60.3% | -44.0% |
| 6M | -29.4% | +9.6% | -39.1% | -33.2% |
| YTD | -30.3% | -3.3% | -27.0% | -30.4% |
| 1Y | -39.6% | -6.1% | -33.5% | -38.9% |
| 3Y | +32.2% | +61.8% | -29.7% | -2.8% |
| 5Y | +15.1% | +42.7% | -27.6% | -10.4% |
| All | +199.6% | +198.0% | +1.6% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling