-74.9%
NKE vs WST
-27.5%
-47.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.3% | -1.7% | -0.7% | -2.0% |
| 30D | -10.4% | -4.3% | -6.0% | -9.6% |
| 3M | -15.5% | +0.7% | -16.2% | -15.7% |
| 6M | -32.6% | +36.0% | -68.7% | -37.0% |
| YTD | -39.8% | +22.7% | -62.6% | -42.7% |
| 1Y | -47.6% | +34.1% | -81.7% | -51.1% |
| 3Y | -59.0% | -13.6% | -45.4% | -59.7% |
| 5Y | -74.9% | -26.0% | -49.0% | -75.5% |
| All | -74.9% | -27.5% | -47.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling