+6,112.4%
NKE vs BBWI
+999.2%
+5,113.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | -0.1% | +1.6% | -1.6% | -0.5% |
| 30D | -7.7% | -6.2% | -1.4% | -6.4% |
| 3M | -10.9% | +4.3% | -15.3% | -12.8% |
| 6M | -31.9% | -7.2% | -24.7% | -32.1% |
| YTD | -38.6% | -3.0% | -35.6% | -39.9% |
| 1Y | -46.9% | -30.8% | -16.2% | -43.8% |
| 3Y | -58.2% | -43.4% | -14.8% | -55.0% |
| 5Y | -74.0% | -66.7% | -7.3% | -69.0% |
| 10Y | -21.6% | -55.7% | +34.1% | -28.7% |
| All | +6,112.4% | +999.2% | +5,113.2% | +1,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling