-47.4%
NKE vs W
+25.7%
-73.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -2.0% | -4.2% | +2.2% | -1.7% |
| 30D | -8.6% | -7.6% | -1.0% | -8.1% |
| 3M | -11.0% | +37.2% | -48.2% | -14.4% |
| 6M | -33.2% | +26.3% | -59.6% | -36.1% |
| YTD | -38.1% | -1.0% | -37.2% | -41.0% |
| 1Y | -47.4% | +20.1% | -67.4% | -49.8% |
| All | -47.4% | +25.7% | -73.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling