-48.9%
NKE vs BBWI
-31.4%
-17.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.5% |
| 7D | -4.2% | -4.8% | +0.7% | -3.5% |
| 30D | -8.2% | +3.5% | -11.7% | -8.8% |
| 3M | -19.1% | -0.3% | -18.8% | -19.5% |
| 6M | -32.6% | -5.4% | -27.3% | -32.7% |
| YTD | -40.7% | -4.7% | -36.0% | -40.7% |
| 1Y | -48.9% | -30.5% | -18.4% | -45.2% |
| All | -48.9% | -31.4% | -17.5% | -45.2% |
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