-74.7%
NKE vs BWA
+87.2%
-161.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | 0.0% |
| 7D | -4.2% | -1.3% | -2.8% | -3.7% |
| 30D | -8.2% | -2.9% | -5.3% | -7.5% |
| 3M | -19.1% | -10.7% | -8.4% | -16.4% |
| 6M | -32.6% | +26.5% | -59.1% | -39.4% |
| YTD | -40.7% | +49.1% | -89.8% | -51.3% |
| 1Y | -48.9% | +52.1% | -100.9% | -58.4% |
| 3Y | -59.2% | +72.6% | -131.8% | -69.7% |
| All | -74.7% | +87.2% | -161.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling