-48.3%
NIO vs WCC
+445.6%
-494.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -2.6% |
| 7D | +6.9% | -5.7% | +12.6% | +8.6% |
| 30D | -4.7% | -13.5% | +8.7% | -0.2% |
| 3M | -28.1% | -12.9% | -15.2% | -25.1% |
| 6M | -41.7% | -10.7% | -31.0% | -40.9% |
| YTD | -33.1% | +30.0% | -63.1% | -43.1% |
| 1Y | -50.3% | +24.7% | -75.0% | -57.1% |
| 3Y | -54.4% | +136.6% | -190.9% | -72.4% |
| 5Y | -91.6% | +143.9% | -235.5% | -95.3% |
| All | -48.3% | +445.6% | -494.0% | -75.5% |
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