+366.3%
GWW vs NIO
-46.0%
+412.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | 0.0% | -1.8% | +1.8% | 0.0% |
| 30D | +14.0% | -6.6% | +20.6% | +14.3% |
| 3M | +14.4% | -29.9% | +44.2% | +16.2% |
| 6M | +21.7% | -46.6% | +68.3% | +25.0% |
| YTD | +48.4% | -36.5% | +84.9% | +50.8% |
| 1Y | +58.4% | -51.1% | +109.5% | +62.8% |
| 3Y | +92.3% | -55.2% | +147.5% | +94.3% |
| 5Y | +221.8% | -92.3% | +314.1% | +244.4% |
| All | +366.3% | -46.0% | +412.3% | +310.6% |
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 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