-75.5%
NKE vs W
-63.9%
-11.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.5% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -10.4% | -5.6% | -4.9% | -9.6% |
| 3M | -15.8% | +41.9% | -57.7% | -22.3% |
| 6M | -33.4% | +30.2% | -63.6% | -38.0% |
| YTD | -41.0% | -2.9% | -38.1% | -42.6% |
| 1Y | -49.1% | +11.6% | -60.6% | -52.4% |
| 3Y | -59.8% | +37.0% | -96.8% | -66.8% |
| 5Y | -75.5% | -62.8% | -12.6% | -79.7% |
| All | -75.5% | -63.9% | -11.6% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling