-24.0%
NKE vs WPM
+558.4%
-582.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.3% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -8.2% | +14.4% | -22.6% | -9.2% |
| 3M | -19.1% | +37.0% | -56.1% | -21.2% |
| 6M | -32.6% | +4.1% | -36.8% | -33.2% |
| YTD | -40.7% | +31.7% | -72.4% | -42.5% |
| 1Y | -48.9% | +44.2% | -93.0% | -50.9% |
| 3Y | -59.2% | +265.5% | -324.7% | -64.7% |
| 5Y | -75.3% | +262.5% | -337.8% | -78.9% |
| All | -24.0% | +558.4% | -582.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling