-24.0%
NKE vs WAT
+170.9%
-195.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | -1.9% | -6.3% | -7.6% |
| 3M | -19.1% | +13.5% | -32.6% | -23.2% |
| 6M | -32.6% | +37.2% | -69.9% | -41.1% |
| YTD | -40.7% | +7.5% | -48.2% | -43.3% |
| 1Y | -48.9% | +35.0% | -83.9% | -55.5% |
| 3Y | -59.2% | +55.1% | -114.3% | -68.2% |
| 5Y | -75.3% | -2.8% | -72.5% | -76.9% |
| All | -24.0% | +170.9% | -195.0% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling