+3,162.8%
NKE vs WWD
+15,097.2%
-11,934.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | -7.7% | -6.4% | -1.2% | -6.3% |
| 3M | -10.9% | -5.6% | -5.3% | -10.2% |
| 6M | -31.9% | -9.1% | -22.8% | -31.1% |
| YTD | -38.6% | +12.5% | -51.1% | -41.4% |
| 1Y | -46.9% | +41.3% | -88.3% | -52.5% |
| 3Y | -58.2% | +170.2% | -228.4% | -68.9% |
| 5Y | -74.0% | +192.5% | -266.5% | -81.2% |
| 10Y | -21.6% | +476.9% | -498.4% | -54.3% |
| All | +3,162.8% | +15,097.2% | -11,934.4% | +960.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling