-9.8%
NKE vs SW
+183.3%
-193.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +1.9% | +1.8% | +0.1% | +1.7% |
| 30D | +14.9% | +7.0% | +7.9% | +13.6% |
| 3M | -3.4% | -7.6% | +4.3% | -2.1% |
| 6M | -7.9% | +8.5% | -16.4% | -9.6% |
| YTD | -35.8% | +17.7% | -53.4% | -38.0% |
| 1Y | -32.6% | +27.1% | -59.6% | -35.8% |
| 3Y | -60.0% | +48.2% | -108.2% | -63.0% |
| 5Y | -74.9% | -2.3% | -72.5% | -76.2% |
| 10Y | -9.8% | +183.3% | -193.1% | -21.1% |
| All | -9.8% | +183.3% | -193.1% | -21.1% |
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