-24.0%
NKE vs WEC
+146.6%
-170.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | -8.2% | -2.6% | -5.6% | -7.5% |
| 3M | -19.1% | -6.0% | -13.0% | -17.7% |
| 6M | -32.6% | -5.4% | -27.2% | -31.7% |
| YTD | -40.7% | +2.5% | -43.2% | -41.5% |
| 1Y | -48.9% | -0.7% | -48.1% | -49.1% |
| 3Y | -59.2% | +38.7% | -98.0% | -64.2% |
| 5Y | -75.3% | +31.7% | -107.0% | -78.1% |
| All | -24.0% | +146.6% | -170.6% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling