+557.5%
NKE vs WCC
+1,758.7%
-1,201.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | -0.1% | +8.5% | -8.5% | -1.7% |
| 30D | -7.7% | -1.0% | -6.7% | -7.7% |
| 3M | -10.9% | +2.1% | -13.0% | -12.1% |
| 6M | -31.9% | +36.8% | -68.7% | -37.2% |
| YTD | -38.6% | +47.7% | -86.3% | -44.4% |
| 1Y | -46.9% | +66.5% | -113.4% | -53.4% |
| 3Y | -58.2% | +134.2% | -192.3% | -66.9% |
| 5Y | -74.0% | +231.6% | -305.7% | -81.3% |
| 10Y | -21.6% | +508.1% | -529.7% | -53.7% |
| All | +557.5% | +1,758.7% | -1,201.2% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling