+164.1%
WAB vs NIO
-36.8%
+201.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +1.7% | -6.7% | +8.3% | +2.3% |
| 30D | -2.4% | -20.0% | +17.6% | -0.5% |
| 3M | +9.7% | -30.5% | +40.1% | +13.0% |
| 6M | +16.5% | -20.7% | +37.2% | +18.1% |
| YTD | +33.7% | -25.7% | +59.4% | +36.1% |
| 1Y | +49.7% | -38.6% | +88.3% | +54.2% |
| 3Y | +170.9% | -62.3% | +233.2% | +180.6% |
| 5Y | +228.0% | -90.1% | +318.1% | +264.4% |
| All | +164.1% | -36.8% | +201.0% | +130.0% |
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