-31.7%
NKE vs WING
-23.2%
-8.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.7% | +1.5% | +4.6% |
| 7D | +9.0% | +21.0% | -12.0% | +5.4% |
| 30D | +19.2% | +56.9% | -37.7% | +9.9% |
| 3M | -1.5% | +38.4% | -39.8% | -7.5% |
| 6M | -4.2% | +12.0% | -16.2% | -7.2% |
| YTD | -34.8% | -29.2% | -5.5% | -33.1% |
| 1Y | -31.7% | -28.8% | -2.9% | -30.5% |
| All | -31.7% | -23.2% | -8.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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