+8,892.0%
WMT vs NKE
+6,207.5%
+2,684.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -2.5% | -5.5% | +3.1% | -1.2% |
| 30D | -6.4% | -10.4% | +4.0% | -4.1% |
| 3M | -12.1% | -15.8% | +3.7% | -8.9% |
| 6M | -15.0% | -33.4% | +18.5% | -7.5% |
| YTD | -4.5% | -41.0% | +36.5% | +6.5% |
| 1Y | +6.2% | -49.1% | +55.2% | +21.8% |
| 3Y | +99.9% | -59.8% | +159.7% | +134.5% |
| 5Y | +131.4% | -75.5% | +206.9% | +198.4% |
| 10Y | +433.2% | -23.5% | +456.7% | +398.1% |
| All | +8,892.0% | +6,207.5% | +2,684.6% | +1,991.1% |
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 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