+743.1%
SW vs DKS
+824.6%
-81.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.7% | -3.6% | +3.3% |
| 7D | +12.1% | +8.4% | +3.6% | +11.2% |
| 30D | +6.6% | +7.7% | -1.1% | +5.8% |
| 3M | -6.0% | -25.8% | +19.7% | -4.1% |
| 6M | +21.5% | -31.0% | +52.5% | +24.9% |
| YTD | +20.3% | -23.8% | +44.1% | +22.6% |
| 1Y | +28.1% | -29.8% | +58.0% | +31.4% |
| 3Y | +51.6% | +37.7% | +13.9% | +48.2% |
| 5Y | -0.1% | +28.3% | -28.5% | -3.5% |
| 10Y | +189.7% | +246.5% | -56.7% | +156.2% |
| All | +743.1% | +824.6% | -81.6% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling