-56.1%
NIO vs WTW
+153.5%
-209.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.2% |
| 3M | -35.6% | +0.7% | -36.3% | -36.1% |
| 6M | -55.7% | +39.5% | -95.1% | -61.9% |
| YTD | -43.1% | +3.1% | -46.2% | -45.1% |
| 1Y | -53.5% | +4.8% | -58.3% | -55.4% |
| 3Y | -59.8% | +42.9% | -102.8% | -67.9% |
| 5Y | -93.2% | +55.3% | -148.5% | -94.8% |
| All | -56.1% | +153.5% | -209.6% | -77.8% |
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