-90.6%
NIO vs WCC
+216.1%
-306.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.4% | -3.0% |
| 7D | -13.0% | +4.5% | -17.5% | -14.6% |
| 30D | -18.3% | -5.8% | -12.5% | -16.6% |
| 3M | -33.2% | -3.7% | -29.6% | -33.1% |
| 6M | -21.5% | +23.1% | -44.5% | -29.9% |
| YTD | -25.5% | +44.2% | -69.6% | -38.2% |
| 1Y | -38.0% | +62.1% | -100.1% | -51.5% |
| 3Y | -65.5% | +121.1% | -186.6% | -78.4% |
| All | -90.6% | +216.1% | -306.7% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling