+273.5%
SHW vs DKS
+199.2%
+74.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -4.5% | -4.7% | +0.3% | -3.5% |
| 30D | -12.7% | -35.1% | +22.4% | -5.7% |
| 3M | +4.7% | -37.7% | +42.4% | +14.1% |
| 6M | -3.4% | -30.7% | +27.3% | +2.6% |
| YTD | -1.3% | -31.9% | +30.6% | +5.1% |
| 1Y | -10.4% | -40.0% | +29.7% | -2.2% |
| 3Y | +20.1% | +28.4% | -8.3% | +7.2% |
| 5Y | +10.5% | +12.4% | -1.9% | -3.1% |
| All | +273.5% | +199.2% | +74.3% | +125.1% |
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