+44.2%
SW vs DKS
+44.5%
-0.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.6% | +1.3% | -3.9% | -3.0% |
| 30D | +7.2% | +8.9% | -1.7% | +4.6% |
| 3M | -10.5% | -26.4% | +15.9% | -4.1% |
| 6M | +9.9% | -31.1% | +40.9% | +20.0% |
| YTD | +17.2% | -22.8% | +40.0% | +23.2% |
| 1Y | +26.5% | -29.5% | +56.0% | +36.3% |
| All | +44.2% | +44.5% | -0.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling