+182.7%
SW vs DKS
+224.7%
-42.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +2.3% | -2.1% | +4.4% | +2.6% |
| 30D | +6.8% | +7.3% | -0.6% | +5.9% |
| 3M | -5.2% | -28.4% | +23.2% | -2.2% |
| 6M | +7.4% | -36.9% | +44.3% | +12.5% |
| YTD | +17.4% | -27.3% | +44.7% | +20.9% |
| 1Y | +27.1% | -33.2% | +60.3% | +32.1% |
| 3Y | +47.9% | +32.2% | +15.7% | +45.2% |
| 5Y | -2.6% | +22.3% | -24.8% | -5.7% |
| All | +182.7% | +224.7% | -42.0% | +138.8% |
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