+3,126.3%
NKE vs BWA
+3,371.1%
-244.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -10.4% | -5.6% | -4.8% | -8.9% |
| 3M | -15.5% | -10.7% | -4.8% | -12.9% |
| 6M | -32.6% | +23.2% | -55.8% | -38.0% |
| YTD | -39.8% | +46.0% | -85.8% | -48.3% |
| 1Y | -47.6% | +51.2% | -98.7% | -55.6% |
| 3Y | -59.0% | +69.6% | -128.6% | -67.3% |
| 5Y | -74.9% | +86.6% | -161.5% | -80.9% |
| 10Y | -21.9% | +152.3% | -174.2% | -49.0% |
| All | +3,126.3% | +3,371.1% | -244.8% | +875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling