+3.2%
ITW vs DKS
-38.6%
+41.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.8% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | -8.3% | -32.7% | +24.4% | -3.4% |
| 3M | +6.0% | -38.8% | +44.8% | +13.7% |
| 6M | 0.0% | -29.4% | +29.4% | +3.7% |
| YTD | +10.2% | -30.3% | +40.5% | +15.0% |
| 1Y | +3.2% | -39.6% | +42.8% | +9.5% |
| All | +3.2% | -38.6% | +41.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling