-58.6%
NKE vs W
+38.0%
-96.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -2.3% | +5.9% | -8.2% | -3.2% |
| 30D | -10.4% | -3.0% | -7.3% | -10.0% |
| 3M | -15.5% | +40.3% | -55.8% | -21.6% |
| 6M | -32.6% | +32.2% | -64.9% | -37.3% |
| YTD | -39.8% | -0.3% | -39.5% | -41.7% |
| 1Y | -47.6% | +16.2% | -63.7% | -51.4% |
| All | -58.6% | +38.0% | -96.6% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling