-60.5%
NKE vs SW
+40.4%
-100.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | +3.0% | +4.7% | -1.7% | +1.7% |
| 30D | +14.3% | +5.0% | +9.3% | +12.7% |
| 3M | -5.8% | -7.3% | +1.5% | -4.0% |
| 6M | -6.3% | +15.0% | -21.3% | -11.0% |
| YTD | -36.3% | +18.5% | -54.8% | -40.5% |
| 1Y | -34.2% | +27.1% | -61.3% | -39.9% |
| All | -60.5% | +40.4% | -100.8% | -64.4% |
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