-50.3%
NIO vs WCN
+152.6%
-202.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | +2.8% | +2.6% | +0.2% | +2.0% |
| 30D | -8.4% | +25.3% | -33.7% | -14.6% |
| 3M | -32.0% | +15.2% | -47.2% | -34.9% |
| 6M | -43.9% | +26.4% | -70.4% | -48.2% |
| YTD | -35.7% | +9.9% | -45.6% | -38.1% |
| 1Y | -51.1% | +16.2% | -67.3% | -54.0% |
| 3Y | -54.7% | +49.4% | -104.1% | -62.4% |
| 5Y | -91.7% | +46.2% | -137.9% | -93.1% |
| All | -50.3% | +152.6% | -202.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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