+5,845.5%
DKS vs WWD
+6,194.1%
-348.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | -30.5% | -7.2% | -23.4% | -28.7% |
| 3M | -35.7% | -3.8% | -31.9% | -35.3% |
| 6M | -29.7% | -9.9% | -19.8% | -27.9% |
| YTD | -28.9% | +14.8% | -43.7% | -34.4% |
| 1Y | -35.9% | +42.1% | -77.9% | -46.3% |
| 3Y | +28.2% | +170.8% | -142.6% | -20.0% |
| 5Y | +11.8% | +197.5% | -185.7% | -34.2% |
| 10Y | +211.6% | +477.8% | -266.2% | +32.7% |
| All | +5,845.5% | +6,194.1% | -348.6% | +1,003.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling