+45.2%
NKE vs NWSA
+122.3%
-77.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -2.3% | -3.1% | +0.7% | -1.1% |
| 30D | -10.4% | +4.3% | -14.6% | -11.8% |
| 3M | -15.5% | +9.2% | -24.7% | -18.5% |
| 6M | -32.6% | +21.6% | -54.2% | -37.8% |
| YTD | -39.8% | +14.2% | -54.0% | -43.3% |
| 1Y | -47.6% | +1.8% | -49.3% | -48.5% |
| 3Y | -59.0% | +44.4% | -103.4% | -65.2% |
| 5Y | -74.9% | +41.0% | -115.9% | -79.0% |
| 10Y | -21.9% | +150.0% | -172.0% | -50.4% |
| All | +45.2% | +122.3% | -77.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling