+367.2%
GWW vs NIO
-51.7%
+418.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.7% |
| 7D | +3.6% | -14.5% | +18.0% | +4.3% |
| 30D | +12.1% | -15.0% | +27.1% | +12.9% |
| 3M | +12.9% | -35.6% | +48.5% | +15.1% |
| 6M | +19.3% | -55.7% | +75.0% | +23.6% |
| YTD | +48.7% | -43.1% | +91.9% | +51.9% |
| 1Y | +60.5% | -53.5% | +114.0% | +65.3% |
| 3Y | +93.3% | -59.8% | +153.1% | +96.2% |
| 5Y | +219.0% | -93.2% | +312.2% | +243.2% |
| All | +367.2% | -51.7% | +418.9% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling