-75.5%
NKE vs WING
-35.5%
-39.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -5.5% | +0.2% | -5.8% | -5.6% |
| 30D | -10.4% | -0.5% | -10.0% | -10.5% |
| 3M | -15.8% | -23.9% | +8.1% | -11.8% |
| 6M | -33.4% | -48.9% | +15.5% | -25.0% |
| YTD | -41.0% | -53.3% | +12.3% | -33.0% |
| 1Y | -49.1% | -60.3% | +11.2% | -40.6% |
| 3Y | -59.8% | -30.1% | -29.7% | -63.1% |
| 5Y | -75.5% | -36.2% | -39.3% | -79.9% |
| All | -75.5% | -35.5% | -39.9% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling