-42.6%
NIO vs WCC
+520.1%
-562.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -1.3% |
| 7D | -6.7% | +8.5% | -15.1% | -9.8% |
| 30D | -20.0% | -1.0% | -19.1% | -19.9% |
| 3M | -30.5% | +2.1% | -32.6% | -32.0% |
| 6M | -20.7% | +36.8% | -57.5% | -32.3% |
| YTD | -25.7% | +47.7% | -73.4% | -39.1% |
| 1Y | -38.6% | +66.5% | -105.1% | -52.6% |
| 3Y | -62.3% | +134.2% | -196.4% | -76.6% |
| 5Y | -90.1% | +231.6% | -321.7% | -95.0% |
| All | -42.6% | +520.1% | -562.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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