+90.2%
GWW vs NIO
-56.4%
+146.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +5.3% | +6.9% | -1.6% | +5.1% |
| 30D | +12.4% | -4.7% | +17.2% | +12.5% |
| 3M | +13.7% | -28.1% | +41.8% | +14.6% |
| 6M | +18.0% | -41.7% | +59.7% | +19.4% |
| YTD | +44.6% | -33.1% | +77.7% | +45.5% |
| 1Y | +53.1% | -50.3% | +103.4% | +55.3% |
| 3Y | +90.2% | -54.4% | +144.6% | +92.6% |
| All | +90.2% | -56.4% | +146.6% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling