-42.4%
NIO vs WTW
+152.2%
-194.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.7% |
| 7D | -13.0% | -2.6% | -10.4% | -12.1% |
| 30D | -18.3% | -1.0% | -17.3% | -18.1% |
| 3M | -33.2% | +29.9% | -63.1% | -40.5% |
| 6M | -21.5% | +10.7% | -32.2% | -25.7% |
| YTD | -25.5% | +2.6% | -28.1% | -27.6% |
| 1Y | -38.0% | +2.8% | -40.8% | -40.1% |
| 3Y | -65.5% | +67.3% | -132.7% | -74.8% |
| 5Y | -90.6% | +56.6% | -147.2% | -92.9% |
| All | -42.4% | +152.2% | -194.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling