-92.9%
NIO vs WTW
+55.3%
-148.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.7% |
| 7D | -14.5% | +2.0% | -16.4% | -15.2% |
| 30D | -15.0% | +12.9% | -27.8% | -19.3% |
| 3M | -35.6% | +0.7% | -36.3% | -36.1% |
| 6M | -55.7% | +39.5% | -95.1% | -62.2% |
| YTD | -43.1% | +3.1% | -46.2% | -44.7% |
| 1Y | -53.5% | +4.8% | -58.3% | -55.2% |
| 3Y | -59.8% | +42.9% | -102.8% | -70.9% |
| All | -92.9% | +55.3% | -148.1% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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