-49.1%
NKE vs WMB
+28.2%
-77.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.5% |
| 7D | -5.5% | -1.7% | -3.9% | -5.8% |
| 30D | -10.4% | +0.7% | -11.1% | -10.2% |
| 3M | -15.8% | +1.5% | -17.3% | -15.6% |
| 6M | -33.4% | +0.1% | -33.5% | -33.4% |
| YTD | -41.0% | +22.9% | -63.9% | -41.2% |
| All | -49.1% | +28.2% | -77.3% | -49.3% |
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