+5,900.4%
NKE vs WY
+655.2%
+5,245.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | -4.2% | 0.0% | -2.7% |
| 30D | -8.2% | -10.1% | +1.9% | -4.8% |
| 3M | -19.1% | -8.5% | -10.6% | -16.9% |
| 6M | -32.6% | -3.3% | -29.3% | -32.2% |
| YTD | -40.7% | -4.4% | -36.3% | -40.3% |
| 1Y | -48.9% | -11.5% | -37.4% | -47.1% |
| 3Y | -59.2% | -24.3% | -34.9% | -55.9% |
| 5Y | -75.3% | -21.3% | -54.0% | -73.7% |
| 10Y | -23.1% | +7.0% | -30.1% | -30.9% |
| All | +5,900.4% | +655.2% | +5,245.2% | +2,158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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