-48.9%
NKE vs WCC
+66.6%
-115.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.3% |
| 7D | -4.2% | +1.5% | -5.7% | -4.2% |
| 30D | -8.2% | -2.1% | -6.1% | -8.2% |
| 3M | -19.1% | +3.8% | -22.9% | -19.3% |
| 6M | -32.6% | +35.0% | -67.6% | -36.4% |
| YTD | -40.7% | +46.4% | -87.1% | -44.5% |
| 1Y | -48.9% | +63.0% | -111.8% | -53.4% |
| All | -48.9% | +66.6% | -115.4% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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