-59.4%
NKE vs WFC
+132.5%
-191.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -10.4% | +2.3% | -12.7% | -10.9% |
| 3M | -15.8% | +9.8% | -25.6% | -17.7% |
| 6M | -33.4% | +15.6% | -49.0% | -36.0% |
| YTD | -41.0% | -2.4% | -38.6% | -40.9% |
| 1Y | -49.1% | +13.8% | -62.9% | -51.0% |
| All | -59.4% | +132.5% | -191.9% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling