-22.6%
NKE vs SW
+147.8%
-170.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -2.0% | -5.1% | +3.1% | -1.1% |
| 30D | -8.6% | -4.6% | -4.0% | -7.9% |
| 3M | -11.0% | +9.4% | -20.4% | -12.7% |
| 6M | -33.2% | +3.5% | -36.7% | -34.1% |
| YTD | -38.1% | +22.0% | -60.2% | -40.7% |
| 1Y | -47.4% | +2.2% | -49.6% | -48.2% |
| 3Y | -59.8% | +19.6% | -79.4% | -61.8% |
| 5Y | -74.2% | -2.3% | -71.9% | -75.7% |
| All | -22.6% | +147.8% | -170.4% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling