-40.6%
NKE vs WM
+21.5%
-62.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | +3.2% | -4.8% | -2.4% |
| 30D | +7.6% | +13.0% | -5.4% | +4.8% |
| 3M | -6.9% | +9.2% | -16.1% | -8.9% |
| 6M | -8.5% | +13.6% | -22.2% | -10.2% |
| YTD | -38.8% | +12.4% | -51.2% | -41.6% |
| 1Y | -40.6% | +21.2% | -61.8% | -44.8% |
| All | -40.6% | +21.5% | -62.1% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling