-24.4%
NKE vs WST
+341.6%
-366.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.5% |
| 7D | -5.5% | +0.4% | -6.0% | -5.7% |
| 30D | -10.4% | -2.0% | -8.4% | -10.0% |
| 3M | -15.8% | +4.1% | -19.9% | -16.9% |
| 6M | -33.4% | +47.4% | -80.8% | -40.1% |
| YTD | -41.0% | +25.4% | -66.4% | -44.8% |
| 1Y | -49.1% | +35.3% | -84.4% | -53.5% |
| 3Y | -59.8% | -11.7% | -48.1% | -61.4% |
| 5Y | -75.5% | -24.0% | -51.5% | -76.0% |
| All | -24.4% | +341.6% | -366.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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