-24.0%
NKE vs WING
+407.7%
-431.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | -0.7% |
| 7D | -4.2% | +7.2% | -11.4% | -5.5% |
| 30D | -8.2% | +4.8% | -13.0% | -9.3% |
| 3M | -19.1% | -23.7% | +4.6% | -15.3% |
| 6M | -32.6% | -43.6% | +10.9% | -25.7% |
| YTD | -40.7% | -50.6% | +9.9% | -33.5% |
| 1Y | -48.9% | -57.0% | +8.2% | -41.3% |
| 3Y | -59.2% | -28.3% | -31.0% | -60.9% |
| 5Y | -75.3% | -32.4% | -42.9% | -77.5% |
| All | -24.0% | +407.7% | -431.7% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling