+1,285.8%
WDC vs NKE
-59.9%
+1,345.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -4.3% | -4.2% | -0.1% | -3.8% |
| 30D | -1.5% | -8.2% | +6.7% | -0.6% |
| 3M | -15.5% | -19.1% | +3.6% | -13.1% |
| 6M | +66.5% | -32.6% | +99.1% | +76.9% |
| YTD | +159.9% | -40.7% | +200.6% | +184.5% |
| 1Y | +366.0% | -48.9% | +414.8% | +428.8% |
| 3Y | +1,285.8% | -59.2% | +1,345.1% | +1,377.1% |
| All | +1,285.8% | -59.9% | +1,345.7% | +1,377.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling