-31.7%
NKE vs ITW
+24.0%
-55.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.0% |
| 7D | +9.0% | +6.3% | +2.7% | +5.6% |
| 30D | +19.2% | +11.1% | +8.2% | +13.1% |
| 3M | -1.5% | +0.1% | -1.6% | -1.5% |
| 6M | -4.2% | +18.1% | -22.3% | -12.6% |
| YTD | -34.8% | +21.4% | -56.2% | -42.6% |
| 1Y | -31.7% | +22.9% | -54.6% | -41.0% |
| All | -31.7% | +24.0% | -55.7% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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