-42.4%
NIO vs NWSA
+163.6%
-206.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.5% |
| 7D | -13.0% | -1.9% | -11.2% | -12.0% |
| 30D | -18.3% | +4.6% | -22.9% | -20.7% |
| 3M | -33.2% | +13.2% | -46.4% | -38.9% |
| 6M | -21.5% | +27.0% | -48.5% | -33.3% |
| YTD | -25.5% | +16.8% | -42.3% | -34.0% |
| 1Y | -38.0% | +4.5% | -42.5% | -41.3% |
| 3Y | -65.5% | +46.2% | -111.7% | -74.1% |
| 5Y | -90.6% | +40.9% | -131.5% | -92.8% |
| All | -42.4% | +163.6% | -206.0% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling