-74.7%
NKE vs ITW
+36.9%
-111.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.3% |
| 7D | -4.2% | -0.7% | -3.4% | -3.6% |
| 30D | -8.2% | -8.3% | +0.1% | -2.1% |
| 3M | -19.1% | +6.0% | -25.1% | -23.0% |
| 6M | -32.6% | 0.0% | -32.6% | -33.2% |
| YTD | -40.7% | +10.2% | -50.9% | -45.8% |
| 1Y | -48.9% | +3.2% | -52.1% | -50.8% |
| 3Y | -59.2% | +21.0% | -80.2% | -66.0% |
| All | -74.7% | +36.9% | -111.6% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling