-43.9%
NIO vs NWSA
+157.7%
-201.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | -4.1% | -3.1% | -1.1% | -2.3% |
| 30D | -23.2% | +4.3% | -27.5% | -25.3% |
| 3M | -29.9% | +9.2% | -39.2% | -34.4% |
| 6M | -25.1% | +21.6% | -46.7% | -34.6% |
| YTD | -27.5% | +14.2% | -41.7% | -34.9% |
| 1Y | -41.1% | +1.8% | -42.8% | -43.3% |
| 3Y | -63.1% | +44.4% | -107.6% | -72.2% |
| 5Y | -90.4% | +41.0% | -131.3% | -92.7% |
| All | -43.9% | +157.7% | -201.6% | -74.7% |
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