-24.0%
NKE vs GWW
+570.2%
-594.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.2% | -3.4% | -0.8% | -2.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.6% |
| 3M | -19.1% | -2.4% | -16.7% | -18.5% |
| 6M | -32.6% | +15.7% | -48.4% | -36.8% |
| YTD | -40.7% | +27.6% | -68.3% | -46.7% |
| 1Y | -48.9% | +27.2% | -76.0% | -54.0% |
| 3Y | -59.2% | +89.7% | -148.9% | -69.4% |
| 5Y | -75.3% | +223.9% | -299.3% | -85.3% |
| All | -24.0% | +570.2% | -594.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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