+1,324.4%
NKE vs WAT
+10,644.3%
-9,319.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -0.1% | -0.7% | +0.7% | +0.1% |
| 30D | -7.7% | -1.0% | -6.7% | -7.5% |
| 3M | -10.9% | +10.9% | -21.8% | -13.2% |
| 6M | -31.9% | +33.2% | -65.0% | -36.6% |
| YTD | -38.6% | +6.1% | -44.7% | -40.0% |
| 1Y | -46.9% | +30.2% | -77.2% | -50.6% |
| 3Y | -58.2% | +52.9% | -111.0% | -63.1% |
| 5Y | -74.0% | -5.1% | -68.9% | -74.7% |
| 10Y | -21.6% | +152.6% | -174.2% | -38.1% |
| All | +1,324.4% | +10,644.3% | -9,319.8% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling