-21.9%
NKE vs WM
+303.2%
-325.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -2.3% | -1.2% | -1.1% | -1.7% |
| 30D | -10.4% | -4.5% | -5.9% | -8.3% |
| 3M | -15.5% | -2.2% | -13.3% | -14.8% |
| 6M | -32.6% | -11.5% | -21.2% | -28.9% |
| YTD | -39.8% | -0.7% | -39.2% | -40.3% |
| 1Y | -47.6% | +0.3% | -47.9% | -48.4% |
| 3Y | -59.0% | +44.2% | -103.2% | -68.3% |
| 5Y | -74.9% | +51.6% | -126.5% | -81.5% |
| 10Y | -21.9% | +310.4% | -332.3% | -65.5% |
| All | -21.9% | +303.2% | -325.2% | -65.5% |
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