-42.4%
NIO vs WST
+199.1%
-241.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | -13.0% | +0.7% | -13.8% | -13.3% |
| 30D | -18.3% | -3.1% | -15.1% | -17.5% |
| 3M | -33.2% | +7.2% | -40.4% | -34.8% |
| 6M | -21.5% | +36.8% | -58.3% | -29.7% |
| YTD | -25.5% | +23.8% | -49.3% | -31.4% |
| 1Y | -38.0% | +37.8% | -75.8% | -45.3% |
| 3Y | -65.5% | -15.9% | -49.6% | -66.5% |
| 5Y | -90.6% | -25.8% | -64.8% | -91.0% |
| All | -42.4% | +199.1% | -241.5% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling