-59.4%
NKE vs WAT
+52.2%
-111.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.5% | -2.9% | -2.7% | -4.9% |
| 30D | -10.4% | -3.2% | -7.2% | -9.8% |
| 3M | -15.8% | +10.6% | -26.4% | -18.1% |
| 6M | -33.4% | +34.0% | -67.5% | -38.7% |
| YTD | -41.0% | +5.7% | -46.7% | -42.3% |
| 1Y | -49.1% | +37.1% | -86.1% | -53.6% |
| All | -59.4% | +52.2% | -111.6% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling