+5,697.3%
SHW vs DKS
+6,292.4%
-595.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -3.2% | +3.0% | -6.2% | -3.9% |
| 30D | -9.5% | -30.5% | +21.0% | -3.2% |
| 3M | +11.5% | -35.7% | +47.2% | +21.6% |
| 6M | -3.5% | -29.7% | +26.1% | +2.7% |
| YTD | +3.7% | -28.9% | +32.6% | +10.0% |
| 1Y | -7.9% | -35.9% | +28.0% | -0.4% |
| 3Y | +24.7% | +28.2% | -3.4% | +10.0% |
| 5Y | +13.6% | +11.8% | +1.8% | -1.3% |
| 10Y | +283.0% | +211.6% | +71.3% | +127.9% |
| All | +5,697.3% | +6,292.4% | -595.1% | +1,851.0% |
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