-90.1%
NIO vs WSM
+189.5%
-279.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -6.7% | +2.6% | -9.2% | -7.6% |
| 30D | -20.0% | -9.5% | -10.5% | -16.9% |
| 3M | -30.5% | +12.9% | -43.3% | -34.3% |
| 6M | -20.7% | +23.0% | -43.8% | -28.1% |
| YTD | -25.7% | +28.9% | -54.6% | -34.4% |
| 1Y | -38.6% | +13.7% | -52.2% | -43.1% |
| 3Y | -62.3% | +232.6% | -294.9% | -82.5% |
| 5Y | -90.1% | +185.9% | -275.9% | -95.3% |
| All | -90.1% | +189.5% | -279.5% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling