+5.3%
WMT vs NKE
-48.9%
+54.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | -4.2% | +4.2% | +0.3% |
| 30D | -7.4% | -8.2% | +0.8% | -6.9% |
| 3M | -10.9% | -19.1% | +8.2% | -9.8% |
| 6M | -12.7% | -32.6% | +20.0% | -11.4% |
| YTD | -3.2% | -40.7% | +37.5% | -1.6% |
| 1Y | +5.3% | -48.9% | +54.1% | +6.4% |
| All | +5.3% | -48.9% | +54.2% | +6.4% |
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