-42.4%
NIO vs WSM
+684.1%
-726.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.2% |
| 7D | -13.0% | -3.3% | -9.8% | -12.1% |
| 30D | -18.3% | -8.4% | -9.9% | -15.9% |
| 3M | -33.2% | +9.7% | -42.9% | -35.7% |
| 6M | -21.5% | +16.7% | -38.2% | -26.3% |
| YTD | -25.5% | +28.7% | -54.2% | -32.7% |
| 1Y | -38.0% | +13.7% | -51.7% | -41.8% |
| 3Y | -65.5% | +230.1% | -295.5% | -79.6% |
| 5Y | -90.6% | +179.0% | -269.5% | -94.3% |
| All | -42.4% | +684.1% | -726.5% | -91.7% |
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