+204.1%
NKE vs ACWI
+356.8%
-152.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -8.6% | +0.9% | -9.4% | -9.3% |
| 3M | -11.0% | +2.4% | -13.4% | -13.2% |
| 6M | -33.2% | +12.4% | -45.6% | -40.3% |
| YTD | -38.1% | +15.2% | -53.3% | -45.9% |
| 1Y | -47.4% | +22.7% | -70.1% | -56.6% |
| 3Y | -59.8% | +75.8% | -135.6% | -76.0% |
| 5Y | -74.2% | +67.7% | -142.0% | -83.7% |
| 10Y | -23.5% | +229.0% | -252.5% | -72.1% |
| All | +204.1% | +356.8% | -152.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling