-59.2%
NKE vs WTW
+61.9%
-121.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -5.7% | +1.5% | -2.8% |
| 30D | -8.2% | -7.3% | -0.9% | -6.6% |
| 3M | -19.1% | +21.5% | -40.5% | -22.6% |
| 6M | -32.6% | +9.6% | -42.3% | -34.2% |
| YTD | -40.7% | -3.3% | -37.4% | -40.6% |
| 1Y | -48.9% | -6.1% | -42.7% | -48.5% |
| 3Y | -59.2% | +61.8% | -121.1% | -57.8% |
| All | -59.2% | +61.9% | -121.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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