-47.4%
NKE vs WSM
+19.9%
-67.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.8% |
| 7D | -2.0% | -3.3% | +1.3% | -0.8% |
| 30D | -8.6% | -8.4% | -0.2% | -5.5% |
| 3M | -11.0% | +9.7% | -20.7% | -14.8% |
| 6M | -33.2% | +16.7% | -49.9% | -38.0% |
| YTD | -38.1% | +28.7% | -66.8% | -43.7% |
| 1Y | -47.4% | +13.7% | -61.0% | -51.9% |
| All | -47.4% | +19.9% | -67.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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