+48.1%
WAT vs NIO
-64.6%
+112.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.9% |
| 7D | -1.3% | -13.0% | +11.8% | -0.4% |
| 30D | +2.3% | -18.3% | +20.6% | +3.7% |
| 3M | +8.7% | -33.2% | +42.0% | +11.6% |
| 6M | +28.3% | -21.5% | +49.8% | +29.3% |
| YTD | +7.8% | -25.5% | +33.3% | +8.9% |
| 1Y | +36.6% | -38.0% | +74.6% | +39.4% |
| All | +48.1% | -64.6% | +112.7% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling