+6,192.3%
NKE vs WM
+28,547.2%
-22,354.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | -7.1% | +3.6% | -10.8% | -7.7% |
| 6M | -10.3% | +8.1% | -18.4% | -11.7% |
| YTD | -37.8% | +8.9% | -46.7% | -39.0% |
| 1Y | -35.6% | +20.3% | -55.9% | -38.0% |
| 3Y | -61.4% | +46.2% | -107.6% | -64.4% |
| 5Y | -76.2% | +59.9% | -136.1% | -78.4% |
| 10Y | -10.7% | +345.6% | -356.2% | -31.4% |
| All | +6,192.3% | +28,547.2% | -22,354.9% | +2,816.8% |
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 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