-12.5%
NKE vs WM
+330.8%
-343.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.6% | +3.2% | -4.8% | -3.1% |
| 30D | +7.6% | +13.0% | -5.4% | +1.3% |
| 3M | -6.9% | +9.2% | -16.1% | -10.9% |
| 6M | -8.5% | +13.6% | -22.2% | -14.5% |
| YTD | -38.8% | +12.4% | -51.2% | -42.9% |
| 1Y | -40.6% | +21.2% | -61.8% | -46.8% |
| 3Y | -60.9% | +48.7% | -109.6% | -69.9% |
| 5Y | -75.4% | +61.9% | -137.3% | -82.3% |
| All | -12.5% | +330.8% | -343.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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