-74.7%
NKE vs WAB
+221.8%
-296.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -4.1% | -4.1% | -6.5% |
| 3M | -19.1% | +8.2% | -27.3% | -23.0% |
| 6M | -32.6% | +15.4% | -48.0% | -38.8% |
| YTD | -40.7% | +33.1% | -73.9% | -50.2% |
| 1Y | -48.9% | +48.1% | -96.9% | -59.8% |
| 3Y | -59.2% | +167.7% | -227.0% | -78.5% |
| All | -74.7% | +221.8% | -296.5% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling