-92.3%
NIO vs WST
+1.5%
-93.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | -6.6% | +12.4% | -19.0% | -9.4% |
| 3M | -29.9% | +17.6% | -47.4% | -32.9% |
| 6M | -46.6% | +28.3% | -74.9% | -50.3% |
| YTD | -36.5% | +50.5% | -87.0% | -44.0% |
| 1Y | -51.1% | +49.4% | -100.5% | -56.9% |
| 3Y | -55.2% | +21.9% | -77.1% | -62.6% |
| 5Y | -92.3% | +0.4% | -92.7% | -93.3% |
| All | -92.3% | +1.5% | -93.8% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling