+188.3%
ITW vs DKS
+206.3%
-18.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.3% |
| 30D | -8.3% | -32.7% | +24.4% | -2.1% |
| 3M | +6.0% | -38.8% | +44.8% | +15.2% |
| 6M | 0.0% | -29.4% | +29.4% | +5.2% |
| YTD | +10.2% | -30.3% | +40.5% | +16.2% |
| 1Y | +3.2% | -39.6% | +42.8% | +11.6% |
| 3Y | +21.0% | +32.2% | -11.2% | +8.2% |
| 5Y | +37.9% | +15.1% | +22.8% | +21.7% |
| All | +188.3% | +206.3% | -18.1% | +79.1% |
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