Two hours and 37 minutes is pretty long for a “ballad,” but you can’t call it “The Hunger Games: The Three-Cycle Opera of Songbirds and Snakes” now, can you?

In “Nyad,” there are two feats of perseverance on display. First, there is the ceaseless determination of Diana Nyad (Annette Bening) to accomplish a marathon swim from Cuba to Florida across 103 miles of open, shark-infested waters. Then the...