+417.4%
WDC vs NKE
-46.9%
+464.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.8% | +5.7% |
| 7D | +1.7% | -2.0% | +3.7% | +1.4% |
| 30D | -10.0% | -8.6% | -1.4% | -10.8% |
| 3M | -18.8% | -11.0% | -7.7% | -19.2% |
| 6M | +79.0% | -33.2% | +112.3% | +81.8% |
| YTD | +171.6% | -38.1% | +209.7% | +180.5% |
| 1Y | +417.4% | -47.4% | +464.7% | +515.4% |
| All | +417.4% | -46.9% | +464.3% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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