+1,861.5%
NKE vs WAB
+4,097.6%
-2,236.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -4.1% | -4.1% | -7.2% |
| 3M | -19.1% | +8.2% | -27.3% | -21.2% |
| 6M | -32.6% | +15.4% | -48.0% | -35.8% |
| YTD | -40.7% | +33.1% | -73.9% | -45.6% |
| 1Y | -48.9% | +48.1% | -96.9% | -54.5% |
| 3Y | -59.2% | +167.7% | -227.0% | -69.2% |
| 5Y | -75.3% | +225.7% | -301.1% | -82.3% |
| 10Y | -23.1% | +293.7% | -316.8% | -50.2% |
| All | +1,861.5% | +4,097.6% | -2,236.1% | +635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling