-74.0%
NKE vs WM
+53.3%
-127.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -0.1% | -0.9% | +0.9% | +0.2% |
| 30D | -7.7% | -4.3% | -3.3% | -6.5% |
| 3M | -10.9% | +0.8% | -11.7% | -11.2% |
| 6M | -31.9% | -10.8% | -21.1% | -29.6% |
| YTD | -38.6% | -0.1% | -38.6% | -39.0% |
| 1Y | -46.9% | +1.0% | -47.9% | -47.5% |
| 3Y | -58.2% | +45.1% | -103.3% | -65.7% |
| 5Y | -74.0% | +52.1% | -126.1% | -79.4% |
| All | -74.0% | +53.3% | -127.4% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling