+0.6%
NKE vs W
+210.9%
-210.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | +7.6% | +6.8% | +0.8% | +6.5% |
| 3M | -6.9% | +10.7% | -17.6% | -8.5% |
| 6M | -8.5% | +86.3% | -94.9% | -18.0% |
| YTD | -38.8% | +11.5% | -50.3% | -41.4% |
| 1Y | -40.6% | +5.1% | -45.7% | -42.8% |
| 3Y | -60.9% | +171.0% | -231.9% | -69.3% |
| 5Y | -75.4% | -56.6% | -18.8% | -78.1% |
| 10Y | -13.5% | +213.4% | -226.9% | -44.4% |
| All | +0.6% | +210.9% | -210.3% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling