+176.9%
WAB vs NIO
-43.2%
+220.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.6% | +5.1% |
| 7D | +4.0% | +6.9% | -2.9% | +3.4% |
| 30D | +4.5% | -4.7% | +9.2% | +4.9% |
| 3M | +2.3% | -28.1% | +30.4% | +5.2% |
| 6M | +12.5% | -41.7% | +54.2% | +17.5% |
| YTD | +40.2% | -33.1% | +73.3% | +43.9% |
| 1Y | +45.2% | -50.3% | +95.5% | +52.9% |
| 3Y | +171.8% | -54.4% | +226.2% | +177.0% |
| 5Y | +217.6% | -91.6% | +309.2% | +258.2% |
| All | +176.9% | -43.2% | +220.1% | +143.3% |
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