-59.0%
NKE vs SW
+19.6%
-78.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -2.0% | -5.1% | +3.1% | -0.6% |
| 30D | -8.6% | -4.6% | -4.0% | -7.5% |
| 3M | -11.0% | +9.4% | -20.4% | -13.8% |
| 6M | -33.2% | +3.5% | -36.7% | -34.7% |
| YTD | -38.1% | +22.0% | -60.2% | -42.4% |
| 1Y | -47.4% | +2.2% | -49.6% | -48.9% |
| All | -59.0% | +19.6% | -78.6% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling