+27.1%
SW vs DKS
-32.9%
+60.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.4% |
| 7D | +4.7% | -0.7% | +5.3% | +4.8% |
| 30D | +5.0% | +4.6% | +0.4% | +3.9% |
| 3M | -7.3% | -28.9% | +21.6% | +0.5% |
| 6M | +15.0% | -33.5% | +48.5% | +28.2% |
| YTD | +18.5% | -27.2% | +45.7% | +26.6% |
| 1Y | +27.1% | -33.8% | +60.9% | +39.1% |
| All | +27.1% | -32.9% | +60.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling