-59.4%
NKE vs WCC
+121.8%
-181.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.4% |
| 7D | -5.5% | +1.7% | -7.2% | -5.8% |
| 30D | -10.4% | -6.1% | -4.4% | -9.7% |
| 3M | -15.8% | +3.1% | -18.9% | -16.9% |
| 6M | -33.4% | +28.2% | -61.7% | -37.8% |
| YTD | -41.0% | +41.1% | -82.1% | -46.1% |
| 1Y | -49.1% | +61.3% | -110.3% | -55.1% |
| All | -59.4% | +121.8% | -181.3% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling