+18,420.3%
WDC vs NKE
+6,333.2%
+12,087.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | +7.5% | -2.3% | +9.8% | +8.4% |
| 30D | +10.1% | -10.4% | +20.4% | +14.4% |
| 3M | -6.8% | -15.5% | +8.6% | -1.8% |
| 6M | +84.1% | -32.6% | +116.8% | +109.7% |
| YTD | +180.3% | -39.8% | +220.1% | +233.1% |
| 1Y | +411.1% | -47.6% | +458.7% | +537.8% |
| 3Y | +1,375.0% | -59.0% | +1,434.0% | +1,839.5% |
| 5Y | +991.6% | -74.9% | +1,066.5% | +1,647.7% |
| 10Y | +1,309.1% | -21.9% | +1,331.0% | +1,314.5% |
| All | +18,420.3% | +6,333.2% | +12,087.0% | +3,441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling