-24.0%
NKE vs ITW
+194.8%
-218.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | -4.2% | -0.7% | -3.4% | -3.7% |
| 30D | -8.2% | -8.3% | +0.1% | -2.9% |
| 3M | -19.1% | +6.0% | -25.1% | -22.4% |
| 6M | -32.6% | 0.0% | -32.6% | -33.1% |
| YTD | -40.7% | +10.2% | -50.9% | -44.9% |
| 1Y | -48.9% | +3.2% | -52.1% | -50.4% |
| 3Y | -59.2% | +21.0% | -80.2% | -64.6% |
| 5Y | -75.3% | +37.9% | -113.3% | -80.4% |
| All | -24.0% | +194.8% | -218.8% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling