-47.4%
NKE vs WMB
+31.9%
-79.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -0.9% |
| 7D | -2.0% | +0.6% | -2.6% | -1.9% |
| 30D | -8.6% | +3.3% | -11.8% | -8.0% |
| 3M | -11.0% | +3.1% | -14.2% | -10.6% |
| 6M | -33.2% | -0.7% | -32.5% | -33.1% |
| YTD | -38.1% | +25.2% | -63.3% | -38.4% |
| 1Y | -47.4% | +32.9% | -80.2% | -48.0% |
| All | -47.4% | +31.9% | -79.3% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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