-24.0%
NKE vs W
+158.6%
-182.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.3% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -8.2% | -4.2% | -3.9% | -7.7% |
| 3M | -19.1% | +26.9% | -46.0% | -23.3% |
| 6M | -32.6% | +31.2% | -63.9% | -36.9% |
| YTD | -40.7% | -1.8% | -38.9% | -42.3% |
| 1Y | -48.9% | +9.3% | -58.2% | -51.6% |
| 3Y | -59.2% | +33.2% | -92.4% | -65.2% |
| 5Y | -75.3% | -62.4% | -12.9% | -77.7% |
| All | -24.0% | +158.6% | -182.6% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling