-75.5%
NKE vs WAT
-5.3%
-70.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -5.5% | -2.9% | -2.7% | -4.6% |
| 30D | -10.4% | -3.2% | -7.2% | -9.5% |
| 3M | -15.8% | +10.6% | -26.4% | -19.0% |
| 6M | -33.4% | +34.0% | -67.5% | -40.6% |
| YTD | -41.0% | +5.7% | -46.7% | -42.9% |
| 1Y | -49.1% | +37.1% | -86.1% | -55.4% |
| 3Y | -59.8% | +52.4% | -112.2% | -68.3% |
| 5Y | -75.5% | -4.4% | -71.1% | -75.9% |
| All | -75.5% | -5.3% | -70.2% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling