+561.8%
GWW vs DKS
+203.5%
+358.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.8% |
| 30D | -1.9% | -33.4% | +31.5% | +4.9% |
| 3M | -2.4% | -39.4% | +37.0% | +6.2% |
| 6M | +15.7% | -30.1% | +45.8% | +21.9% |
| YTD | +27.6% | -31.0% | +58.6% | +34.6% |
| 1Y | +27.2% | -40.2% | +67.4% | +37.6% |
| 3Y | +89.7% | +30.9% | +58.7% | +69.3% |
| 5Y | +223.9% | +14.0% | +209.9% | +185.1% |
| All | +561.8% | +203.5% | +358.3% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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