-46.5%
NKE vs WM
+1.2%
-47.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.1% | -0.9% | +0.9% | +0.1% |
| 30D | -7.7% | -4.3% | -3.3% | -7.2% |
| 3M | -10.9% | +0.8% | -11.7% | -10.4% |
| 6M | -31.9% | -10.8% | -21.1% | -30.3% |
| YTD | -38.6% | -0.1% | -38.6% | -39.3% |
| All | -46.5% | +1.2% | -47.7% | -48.5% |
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 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