-90.4%
NIO vs WTW
+45.2%
-135.6%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -0.9% |
| 7D | -4.1% | -7.1% | +3.0% | -1.2% |
| 30D | -23.2% | -8.5% | -14.7% | -20.4% |
| 3M | -29.9% | +20.6% | -50.5% | -35.9% |
| 6M | -25.1% | +7.2% | -32.3% | -28.3% |
| YTD | -27.5% | -3.9% | -23.6% | -27.1% |
| 1Y | -41.1% | -3.6% | -37.5% | -41.3% |
| 3Y | -63.1% | +60.7% | -123.8% | -76.7% |
| 5Y | -90.4% | +42.2% | -132.5% | -93.7% |
| All | -90.4% | +45.2% | -135.6% | -93.7% |
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