-56.1%
NIO vs NWSA
+134.7%
-190.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.5% |
| 7D | -14.5% | +2.2% | -16.7% | -15.6% |
| 30D | -15.0% | -8.8% | -6.2% | -11.0% |
| 3M | -35.6% | -6.5% | -29.1% | -33.7% |
| 6M | -55.7% | +1.5% | -57.2% | -57.1% |
| YTD | -43.1% | +4.0% | -47.2% | -46.6% |
| 1Y | -53.5% | +3.4% | -57.0% | -56.2% |
| 3Y | -59.8% | +34.8% | -94.7% | -68.9% |
| 5Y | -93.2% | +18.4% | -111.6% | -94.4% |
| All | -56.1% | +134.7% | -190.8% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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