If you're willing to branch out beyond physical sports, Marion Tinsley [1] is perhaps even stronger, losing only 7 games in his 45-year career of checkers.
I don't think checkers is comparable, since there's no luck component in checkers. In a physical sport with random winds/ground conditions/ball imperfections/bat imperfections/etc, you have to be that much better than your competitor to beat them consistently (and that margin varies by sport, where baseball, for example, has many more random factors than tennis).
This is a false conception people have about sports like checkers, chess, go, etc. It depends on how you think about luck. Sure, if you're an omniscient being who knows the entire decision tree for a given move in [checkers/chess/go/etc...], there's no luck, in the Monte Carlo sense. But, except for simplified positions, nobody is fully aware of the consequences of their move in these games. This "fog of war" is a good analogue for the random winds/ground conditions/ball imperfections that you mentioned in other sports. It's often why great players in these games sometimes lose to far worse players.
Checkers is a solved game. It proven possible to always not lose a game if you play correctly from the beginning. As such high level games feature many draws and few wins. Marion Tinsley also didn't compete in the World Championships for 20 years in the middle of his 45 year streak, during which time Walter Hellman was world champion for 17-odd years and only lost 7 games at the World Championships during that time.
Marion Tinsley may be the best checkers player of all time, but his achievements are nowhere near unbelievable given the nature of the sport and achievements that are similar to his. Statistically, Donald Bradman is much more of an outlier when compared to other people who have played his sport.
[1] http://en.wikipedia.org/wiki/Marion_Tinsley