+6,205.3%
NKE vs WM
+28,683.0%
-22,477.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | +11.4% | +13.7% | -2.3% | +8.8% |
| 3M | -7.2% | +5.2% | -12.4% | -8.1% |
| 6M | -10.7% | +11.2% | -21.9% | -12.5% |
| YTD | -37.7% | +9.4% | -47.1% | -38.9% |
| 1Y | -34.3% | +20.4% | -54.7% | -36.7% |
| 3Y | -60.9% | +44.7% | -105.6% | -63.9% |
| 5Y | -74.8% | +58.5% | -133.3% | -77.1% |
| 10Y | -11.2% | +326.4% | -337.6% | -31.4% |
| All | +6,205.3% | +28,683.0% | -22,477.7% | +2,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling