+314.8%
GWW vs NIO
-36.7%
+351.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.0% |
| 7D | +1.4% | -13.0% | +14.4% | +2.0% |
| 30D | +3.3% | -18.3% | +21.5% | +4.2% |
| 3M | +2.9% | -33.2% | +36.1% | +4.8% |
| 6M | +15.8% | -21.5% | +37.3% | +16.6% |
| YTD | +32.0% | -25.5% | +57.5% | +33.2% |
| 1Y | +29.9% | -38.0% | +67.9% | +31.9% |
| 3Y | +91.1% | -65.5% | +156.5% | +95.5% |
| 5Y | +223.9% | -90.6% | +314.5% | +243.1% |
| All | +314.8% | -36.7% | +351.4% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling