-74.7%
NKE vs WCC
+223.5%
-298.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -4.2% | +1.4% | -5.5% | -4.5% |
| 30D | -8.2% | -2.3% | -5.9% | -8.0% |
| 3M | -19.1% | +3.7% | -22.7% | -20.7% |
| 6M | -32.6% | +34.8% | -67.4% | -39.2% |
| YTD | -40.7% | +46.1% | -86.9% | -47.8% |
| 1Y | -48.9% | +62.7% | -111.6% | -56.7% |
| 3Y | -59.2% | +133.6% | -192.8% | -70.8% |
| All | -74.7% | +223.5% | -298.3% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling