-31.7%
NKE vs SW
+29.5%
-61.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.0% |
| 7D | +9.0% | +12.1% | -3.1% | +5.3% |
| 30D | +19.2% | +6.6% | +12.7% | +16.9% |
| 3M | -1.5% | -6.0% | +4.5% | 0.0% |
| 6M | -4.2% | +21.5% | -25.7% | -11.5% |
| YTD | -34.8% | +20.3% | -55.1% | -42.1% |
| 1Y | -31.7% | +28.1% | -59.8% | -41.5% |
| All | -31.7% | +29.5% | -61.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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