-43.9%
NIO vs WSM
+684.4%
-728.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -4.1% | +2.6% | -6.8% | -5.0% |
| 30D | -23.2% | -9.3% | -13.9% | -20.8% |
| 3M | -29.9% | +7.1% | -37.0% | -31.9% |
| 6M | -25.1% | +21.7% | -46.8% | -30.7% |
| YTD | -27.5% | +28.7% | -56.2% | -34.5% |
| 1Y | -41.1% | +13.9% | -54.9% | -44.7% |
| 3Y | -63.1% | +232.2% | -295.3% | -78.3% |
| 5Y | -90.4% | +176.4% | -266.8% | -94.2% |
| All | -43.9% | +684.4% | -728.4% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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