-54.4%
NIO vs NWSA
+26.5%
-80.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +6.9% | -10.5% | +17.4% | +10.8% |
| 30D | -4.7% | -8.8% | +4.0% | -2.0% |
| 3M | -28.1% | -6.5% | -21.5% | -26.8% |
| 6M | -41.7% | -1.3% | -40.4% | -42.3% |
| YTD | -33.1% | +2.5% | -35.6% | -35.0% |
| 1Y | -50.3% | +0.2% | -50.5% | -51.1% |
| 3Y | -54.4% | +27.6% | -82.0% | -63.7% |
| All | -54.4% | +26.5% | -80.9% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling