-53.9%
NIO vs GWRE
-24.5%
-29.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.2% |
| 7D | -0.6% | +2.2% | -2.8% | -0.7% |
| 30D | -3.5% | +4.5% | -8.0% | -3.7% |
| 3M | -30.7% | +6.4% | -37.1% | -30.8% |
| 6M | -45.6% | +18.8% | -64.5% | -45.1% |
| YTD | -35.3% | -15.1% | -20.2% | -36.5% |
| 1Y | -53.9% | -23.4% | -30.5% | -55.0% |
| All | -53.9% | -24.5% | -29.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling