+6,161.3%
NKE vs WST
+12,330.1%
-6,168.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -8.6% | -3.1% | -5.4% | -7.8% |
| 3M | -11.0% | +7.2% | -18.2% | -12.9% |
| 6M | -33.2% | +36.8% | -70.0% | -39.3% |
| YTD | -38.1% | +23.8% | -62.0% | -42.3% |
| 1Y | -47.4% | +37.8% | -85.1% | -52.6% |
| 3Y | -59.8% | -15.9% | -43.9% | -61.3% |
| 5Y | -74.2% | -25.8% | -48.4% | -74.9% |
| 10Y | -23.5% | +319.6% | -343.1% | -57.0% |
| All | +6,161.3% | +12,330.1% | -6,168.8% | +1,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling