+50.3%
SW vs NIO
-45.0%
+95.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.6% | +3.9% |
| 7D | +12.1% | -0.6% | +12.7% | +12.1% |
| 30D | +6.6% | -3.5% | +10.1% | +6.7% |
| 3M | -6.0% | -30.7% | +24.7% | -4.3% |
| 6M | +21.5% | -45.6% | +67.1% | +25.0% |
| YTD | +20.3% | -35.3% | +55.6% | +22.4% |
| 1Y | +28.1% | -53.9% | +82.1% | +32.5% |
| 3Y | +51.6% | -59.9% | +111.5% | +54.3% |
| 5Y | -0.1% | -92.3% | +92.2% | +4.7% |
| All | +50.3% | -45.0% | +95.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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