-47.4%
NKE vs BWA
+59.1%
-106.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.2% |
| 7D | -2.0% | +5.7% | -7.7% | -2.5% |
| 30D | -8.6% | +1.4% | -10.0% | -8.8% |
| 3M | -11.0% | -12.1% | +1.1% | -9.7% |
| 6M | -33.2% | +28.6% | -61.8% | -35.9% |
| YTD | -38.1% | +51.1% | -89.2% | -45.9% |
| 1Y | -47.4% | +55.9% | -103.2% | -54.9% |
| All | -47.4% | +59.1% | -106.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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