+45.6%
DKS vs WWD
+148.2%
-102.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +6.3% | +4.0% | +2.4% | +5.2% |
| 30D | +9.3% | +0.4% | +8.9% | +8.8% |
| 3M | -25.3% | -7.9% | -17.4% | -23.8% |
| 6M | -29.2% | -10.6% | -18.6% | -27.6% |
| YTD | -22.7% | +9.4% | -32.1% | -26.6% |
| 1Y | -30.1% | +25.7% | -55.9% | -37.0% |
| 3Y | +45.6% | +148.5% | -102.9% | +9.7% |
| All | +45.6% | +148.2% | -102.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling