+5,588.8%
DKS vs WTW
+475.4%
+5,113.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.7% | -7.8% | +3.0% | -1.2% |
| 30D | -35.1% | -7.9% | -27.2% | -32.6% |
| 3M | -37.7% | +19.9% | -57.7% | -42.8% |
| 6M | -30.7% | +9.8% | -40.5% | -34.6% |
| YTD | -31.9% | -3.3% | -28.6% | -32.3% |
| 1Y | -40.0% | -3.3% | -36.7% | -40.5% |
| 3Y | +28.4% | +61.5% | -33.1% | -2.7% |
| 5Y | +12.4% | +42.6% | -30.2% | -10.1% |
| 10Y | +197.8% | +197.1% | +0.8% | +64.6% |
| All | +5,588.8% | +475.4% | +5,113.4% | +2,130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling