-47.4%
NKE vs WBD
+135.8%
-183.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -8.6% | +8.8% | -17.4% | -8.9% |
| 3M | -11.0% | +4.6% | -15.7% | -11.2% |
| 6M | -33.2% | +1.1% | -34.3% | -33.3% |
| YTD | -38.1% | -2.0% | -36.2% | -38.2% |
| 1Y | -47.4% | +140.0% | -187.4% | -47.1% |
| All | -47.4% | +135.8% | -183.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 1y: compounded portfolio wealth divided by compounded WBD 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…
1y analysis · Full analysis span regression · 6 months rolling