+367.5%
NKE vs WPM
+6,037.2%
-5,669.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.0% | -2.0% |
| 7D | -2.3% | +3.9% | -6.2% | -2.6% |
| 30D | -10.4% | +17.7% | -28.0% | -11.5% |
| 3M | -15.5% | +39.4% | -54.9% | -17.8% |
| 6M | -32.6% | +6.4% | -39.1% | -33.3% |
| YTD | -39.8% | +34.0% | -73.8% | -41.6% |
| 1Y | -47.6% | +50.5% | -98.1% | -49.7% |
| 3Y | -59.0% | +280.3% | -339.3% | -63.8% |
| 5Y | -74.9% | +266.3% | -341.3% | -78.0% |
| 10Y | -21.9% | +550.8% | -572.7% | -35.5% |
| All | +367.5% | +6,037.2% | -5,669.7% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling