-31.7%
NKE vs W
+21.5%
-53.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.0% | -5.8% | +4.0% |
| 7D | +9.0% | +8.4% | +0.6% | +8.0% |
| 30D | +19.2% | +16.5% | +2.7% | +17.3% |
| 3M | -1.5% | +6.4% | -7.9% | -2.5% |
| 6M | -4.2% | +90.5% | -94.7% | -12.5% |
| YTD | -34.8% | +23.1% | -57.8% | -39.9% |
| 1Y | -31.7% | +24.3% | -56.0% | -37.3% |
| All | -31.7% | +21.5% | -53.2% | -37.3% |
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