+6,094.5%
NKE vs WST
+15,134.9%
-9,040.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -1.6% | +4.2% | -5.8% | -2.7% |
| 30D | +7.6% | +11.2% | -3.6% | +4.5% |
| 3M | -6.9% | +20.4% | -27.3% | -11.6% |
| 6M | -8.5% | +37.9% | -46.4% | -16.5% |
| YTD | -38.8% | +51.8% | -90.6% | -46.1% |
| 1Y | -40.6% | +56.6% | -97.2% | -48.1% |
| 3Y | -60.9% | +24.2% | -85.1% | -66.4% |
| 5Y | -75.4% | +0.7% | -76.0% | -77.9% |
| 10Y | -13.5% | +456.3% | -469.7% | -54.9% |
| All | +6,094.5% | +15,134.9% | -9,040.4% | +1,132.5% |
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 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