-47.4%
NKE vs SHW
-7.8%
-39.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.0% | -3.2% | +1.2% | -0.8% |
| 30D | -8.6% | -9.5% | +0.9% | -5.3% |
| 3M | -11.0% | +11.5% | -22.5% | -14.4% |
| 6M | -33.2% | -3.5% | -29.7% | -32.9% |
| YTD | -38.1% | +3.7% | -41.9% | -39.3% |
| 1Y | -47.4% | -7.9% | -39.5% | -48.2% |
| All | -47.4% | -7.8% | -39.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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