+5,871.1%
NKE vs WSM
+34,191.7%
-28,320.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -5.5% | +0.4% | -6.0% | -5.6% |
| 30D | -10.4% | -10.7% | +0.3% | -8.4% |
| 3M | -15.8% | +8.5% | -24.3% | -17.3% |
| 6M | -33.4% | +19.6% | -53.1% | -35.8% |
| YTD | -41.0% | +26.6% | -67.6% | -43.8% |
| 1Y | -49.1% | +12.0% | -61.0% | -50.4% |
| 3Y | -59.8% | +226.6% | -286.4% | -69.0% |
| 5Y | -75.5% | +174.1% | -249.6% | -80.8% |
| 10Y | -23.5% | +1,052.9% | -1,076.4% | -56.4% |
| All | +5,871.1% | +34,191.7% | -28,320.6% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling