-40.0%
DKS vs WWD
+40.3%
-80.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -4.7% | -2.9% | -1.9% | -4.2% |
| 30D | -35.1% | -6.6% | -28.5% | -34.1% |
| 3M | -37.7% | -9.3% | -28.4% | -36.7% |
| 6M | -30.7% | -13.6% | -17.1% | -29.3% |
| YTD | -31.9% | +10.4% | -42.3% | -33.7% |
| 1Y | -40.0% | +39.9% | -79.9% | -45.9% |
| All | -40.0% | +40.3% | -80.3% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling