-47.4%
NKE vs WEC
+1.8%
-49.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.0% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -8.6% | -1.3% | -7.3% | -8.7% |
| 3M | -11.0% | -3.9% | -7.1% | -11.2% |
| 6M | -33.2% | -8.3% | -24.9% | -33.3% |
| YTD | -38.1% | +3.1% | -41.2% | -37.3% |
| 1Y | -47.4% | +1.9% | -49.3% | -45.8% |
| All | -47.4% | +1.8% | -49.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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