-56.1%
NIO vs WST
+266.6%
-322.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.3% |
| 7D | -14.5% | +4.2% | -18.7% | -15.5% |
| 30D | -15.0% | +11.2% | -26.2% | -17.6% |
| 3M | -35.6% | +20.4% | -55.9% | -39.1% |
| 6M | -55.7% | +37.9% | -93.5% | -59.9% |
| YTD | -43.1% | +51.8% | -94.9% | -50.8% |
| 1Y | -53.5% | +56.6% | -110.1% | -60.3% |
| 3Y | -59.8% | +24.2% | -84.0% | -66.8% |
| 5Y | -93.2% | +0.7% | -93.9% | -94.1% |
| All | -56.1% | +266.6% | -322.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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