+30.9%
DKS vs WTW
+61.9%
-30.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.0% | -5.7% | +2.8% | -2.3% |
| 30D | -33.4% | -7.3% | -26.1% | -32.7% |
| 3M | -39.4% | +21.5% | -60.8% | -40.3% |
| 6M | -30.1% | +9.6% | -39.7% | -30.4% |
| YTD | -31.0% | -3.3% | -27.7% | -29.7% |
| 1Y | -40.2% | -6.1% | -34.0% | -38.8% |
| 3Y | +30.9% | +61.8% | -30.9% | +34.3% |
| All | +30.9% | +61.9% | -30.9% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling