-51.6%
NKE vs TW
+206.7%
-258.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -4.2% | -4.5% | +0.3% | -2.9% |
| 30D | -8.2% | -2.3% | -5.9% | -7.6% |
| 3M | -19.1% | +2.6% | -21.7% | -20.0% |
| 6M | -32.6% | -17.5% | -15.1% | -29.3% |
| YTD | -40.7% | -5.3% | -35.4% | -40.6% |
| 1Y | -48.9% | -14.8% | -34.1% | -47.2% |
| 3Y | -59.2% | +18.8% | -78.1% | -64.3% |
| 5Y | -75.3% | +20.7% | -96.1% | -79.2% |
| All | -51.6% | +206.7% | -258.3% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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