-48.9%
NKE vs WWD
+41.6%
-90.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -4.2% | -2.6% | -1.6% | -4.0% |
| 30D | -8.2% | -6.9% | -1.3% | -7.8% |
| 3M | -19.1% | -13.0% | -6.0% | -18.7% |
| 6M | -32.6% | -12.5% | -20.2% | -32.5% |
| YTD | -40.7% | +11.8% | -52.6% | -41.3% |
| 1Y | -48.9% | +41.1% | -89.9% | -52.1% |
| All | -48.9% | +41.6% | -90.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling