-31.7%
NKE vs WCN
+16.1%
-47.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.8% | +2.5% | +4.5% |
| 7D | +9.0% | +6.7% | +2.3% | +7.3% |
| 30D | +19.2% | +24.3% | -5.1% | +13.5% |
| 3M | -1.5% | +16.1% | -17.6% | -5.0% |
| 6M | -4.2% | +19.9% | -24.1% | -7.6% |
| YTD | -34.8% | +10.1% | -44.9% | -35.2% |
| 1Y | -31.7% | +14.4% | -46.1% | -33.3% |
| All | -31.7% | +16.1% | -47.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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