-32.7%
NKE vs GWRE
-23.1%
-9.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +4.4% |
| 7D | +9.0% | +2.2% | +6.8% | +8.6% |
| 30D | +19.2% | +4.5% | +14.7% | +18.4% |
| 3M | -1.5% | +6.4% | -7.9% | -3.1% |
| 6M | -4.2% | +18.8% | -23.0% | -7.4% |
| YTD | -34.8% | -15.1% | -19.6% | -37.0% |
| All | -32.7% | -23.1% | -9.6% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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