-11.9%
NKE vs ACWI
+223.6%
-235.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.7% |
| 30D | +11.4% | -3.3% | +14.7% | +15.3% |
| 3M | -7.2% | -3.4% | -3.8% | -3.9% |
| 6M | -10.7% | +0.8% | -11.5% | -12.1% |
| YTD | -37.7% | +10.7% | -48.4% | -44.9% |
| 1Y | -34.3% | +11.6% | -45.9% | -42.5% |
| 3Y | -60.9% | +73.4% | -134.3% | -79.2% |
| 5Y | -74.8% | +60.2% | -135.0% | -85.2% |
| All | -11.9% | +223.6% | -235.5% | -74.7% |
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