-50.9%
NIO vs WSM
+806.4%
-857.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -1.8% | -3.0% | +1.1% | -0.9% |
| 30D | -6.6% | +10.1% | -16.7% | -9.7% |
| 3M | -29.9% | +4.9% | -34.8% | -31.1% |
| 6M | -46.6% | +49.8% | -96.4% | -53.8% |
| YTD | -36.5% | +48.7% | -85.2% | -45.4% |
| 1Y | -51.1% | +38.7% | -89.9% | -57.0% |
| 3Y | -55.2% | +269.5% | -324.8% | -74.3% |
| 5Y | -92.3% | +179.0% | -271.3% | -95.4% |
| All | -50.9% | +806.4% | -857.3% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling