+19.6%
SW vs DKS
+29.1%
-9.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -5.1% | +3.0% | -8.1% | -5.9% |
| 30D | -4.6% | -30.5% | +26.0% | +3.9% |
| 3M | +9.4% | -35.7% | +45.1% | +22.5% |
| 6M | +3.5% | -29.7% | +33.2% | +12.1% |
| YTD | +22.0% | -28.9% | +50.9% | +31.6% |
| 1Y | +2.2% | -35.9% | +38.1% | +13.5% |
| All | +19.6% | +29.1% | -9.6% | +1.5% |
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