-74.7%
NKE vs WBD
+6.4%
-81.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -8.2% | +1.4% | -9.6% | -8.5% |
| 3M | -19.1% | +4.4% | -23.5% | -19.9% |
| 6M | -32.6% | +0.8% | -33.5% | -32.8% |
| YTD | -40.7% | -2.7% | -38.0% | -40.4% |
| 1Y | -48.9% | +73.4% | -122.3% | -54.9% |
| 3Y | -59.2% | +142.1% | -201.4% | -68.5% |
| All | -74.7% | +6.4% | -81.1% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling