+300.5%
GWW vs NIO
-38.3%
+338.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -0.5% | -4.1% | +3.7% | -0.3% |
| 30D | -1.4% | -23.2% | +21.8% | -0.3% |
| 3M | -3.6% | -29.9% | +26.3% | -2.1% |
| 6M | +15.1% | -25.1% | +40.2% | +16.2% |
| YTD | +27.5% | -27.5% | +54.9% | +28.8% |
| 1Y | +29.6% | -41.1% | +70.7% | +31.9% |
| 3Y | +90.1% | -63.1% | +153.2% | +93.8% |
| 5Y | +222.6% | -90.4% | +313.0% | +241.3% |
| All | +300.5% | -38.3% | +338.8% | +250.6% |
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