+362.1%
GWW vs NIO
-45.3%
+407.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.6% | +1.9% |
| 7D | +5.5% | +2.8% | +2.7% | +5.4% |
| 30D | +14.4% | -8.4% | +22.8% | +14.8% |
| 3M | +13.7% | -32.0% | +45.7% | +15.7% |
| 6M | +20.1% | -43.9% | +64.0% | +23.0% |
| YTD | +47.1% | -35.7% | +82.8% | +49.3% |
| 1Y | +56.2% | -51.1% | +107.3% | +60.6% |
| 3Y | +90.5% | -54.7% | +145.2% | +92.4% |
| 5Y | +221.2% | -91.7% | +312.9% | +242.5% |
| All | +362.1% | -45.3% | +407.4% | +306.6% |
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