-48.3%
NIO vs WST
+263.4%
-311.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -0.4% |
| 7D | +6.9% | +1.3% | +5.6% | +6.5% |
| 30D | -4.7% | +12.9% | -17.6% | -8.1% |
| 3M | -28.1% | +16.7% | -44.7% | -31.4% |
| 6M | -41.7% | +26.8% | -68.5% | -46.0% |
| YTD | -33.1% | +50.5% | -83.6% | -42.0% |
| 1Y | -50.3% | +52.9% | -103.2% | -57.2% |
| 3Y | -54.4% | +23.9% | -78.3% | -62.3% |
| 5Y | -91.6% | +1.0% | -92.6% | -92.7% |
| All | -48.3% | +263.4% | -311.8% | -71.2% |
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