-40.6%
NKE vs WMB
+17.3%
-57.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.5% |
| 7D | -1.6% | +7.8% | -9.4% | +0.2% |
| 30D | +7.6% | -5.1% | +12.7% | +6.2% |
| 3M | -6.9% | -4.7% | -2.2% | -7.9% |
| 6M | -8.5% | -7.4% | -1.1% | -9.8% |
| YTD | -38.8% | +17.5% | -56.3% | -39.3% |
| 1Y | -40.6% | +19.5% | -60.0% | -41.3% |
| All | -40.6% | +17.3% | -57.9% | -41.3% |
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