-11.2%
NKE vs SW
+184.4%
-195.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +0.5% | +2.2% | -1.7% | +0.1% |
| 30D | +11.4% | +7.4% | +4.0% | +10.0% |
| 3M | -7.2% | -5.9% | -1.3% | -6.3% |
| 6M | -10.7% | +9.0% | -19.6% | -12.4% |
| YTD | -37.7% | +18.1% | -55.8% | -40.0% |
| 1Y | -34.3% | +28.7% | -63.0% | -37.6% |
| 3Y | -60.9% | +48.8% | -109.7% | -63.8% |
| 5Y | -74.8% | +2.5% | -77.3% | -76.3% |
| 10Y | -11.2% | +184.4% | -195.7% | -22.3% |
| All | -11.2% | +184.4% | -195.7% | -22.3% |
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