-42.6%
NIO vs BWA
+97.5%
-140.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | -6.7% | +4.3% | -10.9% | -9.1% |
| 30D | -20.0% | -2.9% | -17.1% | -18.8% |
| 3M | -30.5% | -12.4% | -18.0% | -25.5% |
| 6M | -20.7% | +28.6% | -49.3% | -33.2% |
| YTD | -25.7% | +48.2% | -73.9% | -44.5% |
| 1Y | -38.6% | +50.9% | -89.5% | -54.8% |
| 3Y | -62.3% | +72.2% | -134.4% | -75.1% |
| 5Y | -90.1% | +91.1% | -181.1% | -93.9% |
| All | -42.6% | +97.5% | -140.1% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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