-75.6%
NKE vs SW
-1.6%
-73.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +3.0% | +4.7% | -1.7% | +2.0% |
| 30D | +14.3% | +5.0% | +9.3% | +13.1% |
| 3M | -5.8% | -7.3% | +1.5% | -4.5% |
| 6M | -6.3% | +15.0% | -21.3% | -9.6% |
| YTD | -36.3% | +18.5% | -54.8% | -39.1% |
| 1Y | -34.2% | +27.1% | -61.3% | -38.0% |
| 3Y | -60.4% | +49.3% | -109.7% | -63.7% |
| 5Y | -75.6% | -1.6% | -73.9% | -77.8% |
| All | -75.6% | -1.6% | -73.9% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling