-75.3%
NKE vs WST
+1.0%
-76.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.6% | +4.2% | -5.8% | -2.4% |
| 30D | +7.6% | +11.2% | -3.6% | +5.4% |
| 3M | -6.9% | +20.4% | -27.3% | -10.3% |
| 6M | -8.5% | +37.9% | -46.4% | -14.4% |
| YTD | -38.8% | +51.8% | -90.6% | -44.2% |
| 1Y | -40.6% | +56.6% | -97.2% | -46.2% |
| 3Y | -60.9% | +24.2% | -85.1% | -65.4% |
| All | -75.3% | +1.0% | -76.3% | -77.3% |
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