+932.4%
IWD vs DKS
+6,856.2%
-5,923.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +1.6% | +9.4% | -7.9% | -0.4% |
| 30D | +3.6% | +9.8% | -6.2% | +1.3% |
| 3M | +2.0% | -29.3% | +31.3% | +8.0% |
| 6M | +13.1% | -32.6% | +45.6% | +20.4% |
| YTD | +26.2% | -22.6% | +48.8% | +29.8% |
| 1Y | +29.6% | -29.8% | +59.4% | +36.0% |
| 3Y | +84.3% | +43.2% | +41.1% | +58.4% |
| 5Y | +73.4% | +29.8% | +43.6% | +45.4% |
| 10Y | +202.5% | +236.7% | -34.2% | +79.0% |
| All | +932.4% | +6,856.2% | -5,923.8% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling