-58.6%
NKE vs WST
-13.7%
-44.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.3% | -1.7% | -0.7% | -2.2% |
| 30D | -10.4% | -4.3% | -6.0% | -10.0% |
| 3M | -15.5% | +0.7% | -16.2% | -15.6% |
| 6M | -32.6% | +36.0% | -68.7% | -34.6% |
| YTD | -39.8% | +22.7% | -62.6% | -41.2% |
| 1Y | -47.6% | +34.1% | -81.7% | -49.1% |
| All | -58.6% | -13.7% | -44.9% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling