+12.5%
DKS vs WWD
+191.3%
-178.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -37.7% | -5.1% | -32.6% | -36.7% |
| 3M | -38.9% | -11.2% | -27.7% | -36.7% |
| 6M | -31.1% | -12.0% | -19.1% | -28.9% |
| YTD | -31.8% | +12.0% | -43.8% | -36.4% |
| 1Y | -38.0% | +42.8% | -80.8% | -48.2% |
| 3Y | +28.6% | +168.9% | -140.3% | -20.9% |
| 5Y | +12.5% | +192.2% | -179.7% | -36.5% |
| All | +12.5% | +191.3% | -178.8% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling