+183.3%
SW vs DKS
+244.9%
-61.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.4% |
| 7D | +1.8% | +3.8% | -2.0% | +1.3% |
| 30D | +7.0% | +8.1% | -1.1% | +6.0% |
| 3M | -7.6% | -28.6% | +21.0% | -4.7% |
| 6M | +8.5% | -33.6% | +42.2% | +13.0% |
| YTD | +17.7% | -23.8% | +41.4% | +20.5% |
| 1Y | +27.1% | -30.7% | +57.8% | +31.4% |
| 3Y | +48.2% | +41.5% | +6.7% | +44.5% |
| 5Y | -2.3% | +23.0% | -25.4% | -5.8% |
| 10Y | +183.3% | +236.0% | -52.6% | +139.7% |
| All | +183.3% | +244.9% | -61.6% | +139.7% |
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