+782.4%
NKE vs WCN
+6,687.0%
-5,904.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -2.3% | -1.7% | -0.6% | -1.9% |
| 30D | -10.4% | -3.0% | -7.4% | -9.6% |
| 3M | -15.5% | +2.5% | -18.0% | -16.1% |
| 6M | -32.6% | -5.7% | -26.9% | -31.9% |
| YTD | -39.8% | -7.4% | -32.4% | -38.9% |
| 1Y | -47.6% | -8.6% | -39.0% | -46.7% |
| 3Y | -59.0% | +19.4% | -78.4% | -61.4% |
| 5Y | -74.9% | +27.2% | -102.1% | -76.8% |
| 10Y | -21.9% | +238.5% | -260.5% | -42.2% |
| All | +782.4% | +6,687.0% | -5,904.5% | +318.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling