+162.7%
WAB vs NIO
-36.7%
+199.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -3.2% | -13.0% | +9.8% | -2.0% |
| 30D | -4.4% | -18.3% | +13.8% | -2.8% |
| 3M | +7.9% | -33.2% | +41.1% | +11.6% |
| 6M | +8.7% | -21.5% | +30.2% | +10.3% |
| YTD | +33.0% | -25.5% | +58.5% | +35.3% |
| 1Y | +46.7% | -38.0% | +84.7% | +50.9% |
| 3Y | +153.0% | -65.5% | +218.4% | +164.3% |
| 5Y | +222.3% | -90.6% | +312.9% | +259.5% |
| All | +162.7% | -36.7% | +199.3% | +128.7% |
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