-24.0%
NKE vs WFC
+145.8%
-169.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -4.2% | +0.4% | -4.5% | -4.3% |
| 30D | -8.2% | +1.5% | -9.7% | -8.7% |
| 3M | -19.1% | +10.2% | -29.3% | -22.1% |
| 6M | -32.6% | +18.8% | -51.4% | -37.1% |
| YTD | -40.7% | -1.5% | -39.2% | -40.9% |
| 1Y | -48.9% | +13.5% | -62.4% | -51.8% |
| 3Y | -59.2% | +135.0% | -194.2% | -71.7% |
| 5Y | -75.3% | +130.1% | -205.4% | -83.1% |
| All | -24.0% | +145.8% | -169.8% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling