+192.6%
DKS vs WWD
+490.2%
-297.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -4.7% | -2.9% | -1.9% | -3.4% |
| 30D | -35.1% | -6.6% | -28.5% | -33.2% |
| 3M | -37.7% | -9.3% | -28.4% | -35.6% |
| 6M | -30.7% | -13.6% | -17.1% | -27.4% |
| YTD | -31.9% | +10.4% | -42.3% | -37.1% |
| 1Y | -40.0% | +39.9% | -79.9% | -51.1% |
| 3Y | +28.4% | +165.0% | -136.6% | -26.8% |
| 5Y | +12.4% | +183.8% | -171.4% | -40.0% |
| All | +192.6% | +490.2% | -297.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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