+12.9%
SHW vs DKS
+15.5%
-2.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | -11.4% | -37.7% | +26.3% | -3.7% |
| 3M | +3.5% | -38.9% | +42.4% | +12.9% |
| 6M | -3.4% | -31.1% | +27.7% | +2.6% |
| YTD | -0.3% | -31.8% | +31.5% | +6.0% |
| 1Y | -10.4% | -38.0% | +27.6% | -3.3% |
| 3Y | +21.3% | +28.6% | -7.3% | +8.4% |
| 5Y | +12.9% | +12.5% | +0.3% | -4.6% |
| All | +12.9% | +15.5% | -2.6% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling