-50.3%
NIO vs WU
-36.7%
-13.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.3% |
| 7D | +2.8% | +11.0% | -8.2% | -1.6% |
| 30D | -8.4% | +13.4% | -21.8% | -13.1% |
| 3M | -32.0% | +2.2% | -34.2% | -33.1% |
| 6M | -43.9% | -18.2% | -25.7% | -40.7% |
| YTD | -35.7% | -18.3% | -17.4% | -32.6% |
| 1Y | -51.1% | -12.2% | -38.9% | -50.7% |
| 3Y | -54.7% | -20.8% | -33.9% | -53.4% |
| 5Y | -91.7% | -42.6% | -49.1% | -90.3% |
| All | -50.3% | -36.7% | -13.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling