-54.7%
NIO vs WSM
+271.0%
-325.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +2.8% | +3.1% | -0.3% | +2.1% |
| 30D | -8.4% | +8.5% | -16.9% | -10.0% |
| 3M | -32.0% | +4.6% | -36.5% | -32.7% |
| 6M | -43.9% | +44.5% | -88.5% | -48.5% |
| YTD | -35.7% | +48.4% | -84.1% | -41.6% |
| 1Y | -51.1% | +36.2% | -87.3% | -54.7% |
| 3Y | -54.7% | +268.8% | -323.5% | -64.3% |
| All | -54.7% | +271.0% | -325.7% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling