+182.5%
WAB vs NIO
-46.0%
+228.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +3.1% | -1.8% | +4.9% | +3.3% |
| 30D | +6.4% | -6.6% | +13.1% | +7.1% |
| 3M | +2.2% | -29.9% | +32.0% | +5.3% |
| 6M | +13.7% | -46.6% | +60.3% | +19.7% |
| YTD | +43.0% | -36.5% | +79.5% | +47.5% |
| 1Y | +47.0% | -51.1% | +98.1% | +55.0% |
| 3Y | +174.4% | -55.2% | +229.6% | +180.0% |
| 5Y | +222.2% | -92.3% | +314.5% | +266.2% |
| All | +182.5% | -46.0% | +228.5% | +149.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling