+1.6%
NKE vs W
+176.2%
-174.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -2.0% | -4.2% | +2.2% | -1.4% |
| 30D | -8.6% | -7.6% | -1.0% | -7.6% |
| 3M | -11.0% | +37.2% | -48.2% | -16.3% |
| 6M | -33.2% | +26.3% | -59.6% | -36.7% |
| YTD | -38.1% | -1.0% | -37.2% | -39.7% |
| 1Y | -47.4% | +20.1% | -67.4% | -50.7% |
| 3Y | -59.8% | +37.8% | -97.6% | -65.3% |
| 5Y | -74.2% | -63.7% | -10.6% | -76.5% |
| 10Y | -23.5% | +156.3% | -179.8% | -49.7% |
| All | +1.6% | +176.2% | -174.5% | -33.6% |
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 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