-59.8%
NIO vs WCC
+134.5%
-194.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.3% | -4.5% |
| 7D | -14.5% | +9.9% | -24.4% | -16.8% |
| 30D | -15.0% | -8.4% | -6.5% | -13.4% |
| 3M | -35.6% | -10.3% | -25.2% | -34.2% |
| 6M | -55.7% | -10.5% | -45.2% | -55.1% |
| YTD | -43.1% | +32.2% | -75.3% | -50.1% |
| 1Y | -53.5% | +25.5% | -79.1% | -58.6% |
| 3Y | -59.8% | +134.7% | -194.5% | -73.6% |
| All | -59.8% | +134.5% | -194.3% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling