-47.4%
NKE vs WFC
+13.8%
-61.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | -2.0% | +3.8% | -5.8% | -2.6% |
| 30D | -8.6% | +1.5% | -10.1% | -8.8% |
| 3M | -11.0% | +10.9% | -21.9% | -12.5% |
| 6M | -33.2% | +8.4% | -41.7% | -34.5% |
| YTD | -38.1% | -1.9% | -36.3% | -38.3% |
| 1Y | -47.4% | +12.3% | -59.7% | -48.7% |
| All | -47.4% | +13.8% | -61.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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