-48.9%
NKE vs WBD
+122.7%
-171.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -4.2% | -0.7% | -3.4% | -4.1% |
| 30D | -8.2% | +1.4% | -9.6% | -8.3% |
| 3M | -19.1% | +4.4% | -23.5% | -19.3% |
| 6M | -32.6% | +0.8% | -33.5% | -32.7% |
| YTD | -40.7% | -2.7% | -38.0% | -40.7% |
| 1Y | -48.9% | +73.4% | -122.3% | -49.5% |
| All | -48.9% | +122.7% | -171.6% | -49.5% |
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