-47.4%
NKE vs BBWI
-34.3%
-13.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -8.6% | -5.2% | -3.4% | -8.0% |
| 3M | -11.0% | +11.1% | -22.1% | -12.8% |
| 6M | -33.2% | -13.4% | -19.9% | -32.3% |
| YTD | -38.1% | +0.1% | -38.2% | -38.6% |
| 1Y | -47.4% | -36.1% | -11.2% | -42.3% |
| All | -47.4% | -34.3% | -13.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling