-61.4%
NKE vs SW
+39.0%
-100.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | -0.2% | +2.3% | -2.5% | -0.8% |
| 30D | +12.3% | +6.8% | +5.5% | +10.2% |
| 3M | -7.1% | -5.2% | -1.9% | -5.9% |
| 6M | -10.3% | +7.4% | -17.8% | -13.1% |
| YTD | -37.8% | +17.4% | -55.2% | -41.8% |
| 1Y | -35.6% | +27.1% | -62.7% | -41.1% |
| 3Y | -61.4% | +47.9% | -109.3% | -65.1% |
| All | -61.4% | +39.0% | -100.5% | -65.1% |
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 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