+5,978.4%
SHW vs DKS
+6,842.3%
-863.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | +1.7% | +6.3% | -4.6% | +0.2% |
| 30D | +7.8% | +9.3% | -1.5% | +5.6% |
| 3M | -3.0% | -25.3% | +22.3% | +2.0% |
| 6M | +14.8% | -29.2% | +44.0% | +22.0% |
| YTD | +8.8% | -22.7% | +31.5% | +13.0% |
| 1Y | +4.2% | -30.1% | +34.4% | +10.7% |
| 3Y | +41.5% | +45.6% | -4.1% | +21.1% |
| 5Y | +10.5% | +28.5% | -18.0% | -7.0% |
| 10Y | +339.4% | +235.2% | +104.1% | +156.6% |
| All | +5,978.4% | +6,842.3% | -863.8% | +1,903.0% |
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