+6,161.3%
NKE vs WMB
+5,535.5%
+625.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -8.6% | +3.3% | -11.8% | -9.1% |
| 3M | -11.0% | +3.1% | -14.2% | -11.6% |
| 6M | -33.2% | -0.7% | -32.5% | -33.4% |
| YTD | -38.1% | +25.2% | -63.3% | -40.4% |
| 1Y | -47.4% | +32.9% | -80.2% | -49.7% |
| 3Y | -59.8% | +140.6% | -200.3% | -64.9% |
| 5Y | -74.2% | +273.5% | -347.7% | -78.9% |
| 10Y | -23.5% | +334.2% | -357.7% | -40.1% |
| All | +6,161.3% | +5,535.5% | +625.8% | +1,951.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling