+6,112.4%
NKE vs WFC
+8,480.1%
-2,367.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.1% |
| 7D | -0.1% | +1.1% | -1.1% | -0.4% |
| 30D | -7.7% | +0.8% | -8.5% | -7.9% |
| 3M | -10.9% | +9.3% | -20.2% | -13.4% |
| 6M | -31.9% | +10.6% | -42.5% | -34.2% |
| YTD | -38.6% | -4.1% | -34.5% | -38.3% |
| 1Y | -46.9% | +13.6% | -60.5% | -49.4% |
| 3Y | -58.2% | +130.7% | -188.9% | -68.3% |
| 5Y | -74.0% | +126.7% | -200.7% | -80.5% |
| 10Y | -21.6% | +132.1% | -153.7% | -44.3% |
| All | +6,112.4% | +8,480.1% | -2,367.7% | +866.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling