-61.4%
NKE vs WM
+47.1%
-108.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | +12.3% | +13.1% | -0.8% | +10.2% |
| 3M | -7.1% | +3.6% | -10.8% | -7.8% |
| 6M | -10.3% | +8.1% | -18.4% | -11.3% |
| YTD | -37.8% | +8.9% | -46.7% | -38.8% |
| 1Y | -35.6% | +20.3% | -55.9% | -37.5% |
| 3Y | -61.4% | +46.2% | -107.6% | -65.0% |
| All | -61.4% | +47.1% | -108.5% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling