+224.0%
GWW vs NIO
-90.3%
+314.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | -1.5% | -6.7% | +5.1% | -1.2% |
| 30D | +1.1% | -20.0% | +21.1% | +2.0% |
| 3M | -1.0% | -30.5% | +29.5% | +0.5% |
| 6M | +16.3% | -20.7% | +37.0% | +17.0% |
| YTD | +28.5% | -25.7% | +54.2% | +29.6% |
| 1Y | +30.3% | -38.6% | +68.8% | +32.2% |
| 3Y | +91.6% | -62.3% | +153.9% | +95.6% |
| 5Y | +224.0% | -90.1% | +314.0% | +241.6% |
| All | +224.0% | -90.3% | +314.3% | +241.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling