+916.1%
WDC vs NKE
-75.0%
+991.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.3% | -4.2% | -0.1% | -3.1% |
| 30D | -1.5% | -8.2% | +6.7% | +0.6% |
| 3M | -15.5% | -19.1% | +3.6% | -10.8% |
| 6M | +66.5% | -32.6% | +99.1% | +85.4% |
| YTD | +159.9% | -40.7% | +200.6% | +202.7% |
| 1Y | +366.0% | -48.9% | +414.8% | +471.7% |
| 3Y | +1,285.8% | -59.2% | +1,345.1% | +1,643.4% |
| All | +916.1% | -75.0% | +991.1% | +1,492.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling