+179.5%
SW vs DKS
+217.6%
-38.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | -3.0% | +3.3% | -6.2% | -3.4% |
| 30D | +4.2% | +5.9% | -1.7% | +3.4% |
| 3M | -11.5% | -27.4% | +15.9% | -8.9% |
| 6M | +8.6% | -32.6% | +41.2% | +12.8% |
| YTD | +15.0% | -24.8% | +39.8% | +17.9% |
| 1Y | +25.7% | -32.8% | +58.5% | +30.5% |
| 3Y | +44.8% | +39.1% | +5.7% | +41.4% |
| 5Y | -1.7% | +25.0% | -26.7% | -5.2% |
| All | +179.5% | +217.6% | -38.1% | +136.7% |
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