+6,112.4%
NKE vs WEC
+4,021.5%
+2,090.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -7.7% | +0.3% | -8.0% | -7.8% |
| 3M | -10.9% | -2.9% | -8.0% | -10.2% |
| 6M | -31.9% | -5.9% | -25.9% | -30.7% |
| YTD | -38.6% | +4.1% | -42.8% | -39.8% |
| 1Y | -46.9% | +3.1% | -50.1% | -47.9% |
| 3Y | -58.2% | +40.8% | -98.9% | -63.5% |
| 5Y | -74.0% | +31.7% | -105.7% | -77.0% |
| 10Y | -21.6% | +141.1% | -162.6% | -45.7% |
| All | +6,112.4% | +4,021.5% | +2,090.9% | +1,475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling