-31.7%
NKE vs WAB
+46.5%
-78.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.1% |
| 7D | +9.0% | +4.5% | +4.5% | +8.6% |
| 30D | +19.2% | +1.1% | +18.2% | +19.0% |
| 3M | -1.5% | -1.3% | -0.2% | -1.5% |
| 6M | -4.2% | +12.7% | -16.9% | -6.1% |
| YTD | -34.8% | +38.7% | -73.4% | -40.6% |
| 1Y | -31.7% | +44.9% | -76.6% | -39.1% |
| All | -31.7% | +46.5% | -78.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling