-74.7%
NKE vs BBWI
-67.2%
-7.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -1.3% |
| 7D | -4.2% | -4.8% | +0.7% | -2.9% |
| 30D | -8.2% | +3.5% | -11.7% | -9.4% |
| 3M | -19.1% | -0.3% | -18.8% | -19.9% |
| 6M | -32.6% | -5.4% | -27.3% | -33.2% |
| YTD | -40.7% | -4.7% | -36.0% | -41.8% |
| 1Y | -48.9% | -30.5% | -18.4% | -45.5% |
| 3Y | -59.2% | -44.3% | -14.9% | -55.7% |
| All | -74.7% | -67.2% | -7.5% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling