-24.0%
NKE vs GWRE
+131.0%
-155.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -4.2% | -13.2% | +9.1% | -0.7% |
| 30D | -8.2% | -18.6% | +10.4% | -4.1% |
| 3M | -19.1% | +18.9% | -38.0% | -24.2% |
| 6M | -32.6% | -11.0% | -21.7% | -32.8% |
| YTD | -40.7% | -29.9% | -10.8% | -37.2% |
| 1Y | -48.9% | -44.3% | -4.5% | -42.1% |
| 3Y | -59.2% | +51.7% | -110.9% | -68.6% |
| 5Y | -75.3% | +15.4% | -90.8% | -79.9% |
| All | -24.0% | +131.0% | -155.0% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling