+863.3%
NKE vs WTW
+1,102.0%
-238.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -5.7% | +1.5% | -2.2% |
| 30D | -8.2% | -7.3% | -0.9% | -5.8% |
| 3M | -19.1% | +21.5% | -40.5% | -24.6% |
| 6M | -32.6% | +9.6% | -42.3% | -35.2% |
| YTD | -40.7% | -3.3% | -37.4% | -40.7% |
| 1Y | -48.9% | -6.1% | -42.7% | -48.4% |
| 3Y | -59.2% | +61.8% | -121.1% | -66.6% |
| 5Y | -75.3% | +42.7% | -118.0% | -78.9% |
| 10Y | -23.1% | +197.2% | -220.3% | -48.7% |
| All | +863.3% | +1,102.0% | -238.7% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling