-24.4%
NKE vs ACWI
+230.9%
-255.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.0% |
| 7D | -5.5% | -1.9% | -3.6% | -3.5% |
| 30D | -10.4% | -1.3% | -9.1% | -9.2% |
| 3M | -15.8% | +5.0% | -20.8% | -20.4% |
| 6M | -33.4% | +11.7% | -45.1% | -41.5% |
| YTD | -41.0% | +13.0% | -54.0% | -48.8% |
| 1Y | -49.1% | +19.2% | -68.3% | -58.4% |
| 3Y | -59.8% | +75.0% | -134.8% | -78.7% |
| 5Y | -75.5% | +67.1% | -142.5% | -86.2% |
| All | -24.4% | +230.9% | -255.2% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling