-74.7%
NKE vs WSM
+175.3%
-250.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -8.2% | -7.7% | -0.5% | -5.8% |
| 3M | -19.1% | +3.8% | -22.9% | -20.3% |
| 6M | -32.6% | +22.7% | -55.3% | -37.3% |
| YTD | -40.7% | +28.0% | -68.7% | -45.7% |
| 1Y | -48.9% | +12.7% | -61.6% | -51.4% |
| 3Y | -59.2% | +231.3% | -290.5% | -74.9% |
| All | -74.7% | +175.3% | -250.0% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling