+33.2%
WAT vs NIO
-93.2%
+126.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +0.6% | -14.5% | +15.0% | +2.1% |
| 30D | +5.4% | -15.0% | +20.4% | +7.1% |
| 3M | +11.3% | -35.6% | +46.9% | +16.0% |
| 6M | +37.4% | -55.7% | +93.1% | +48.1% |
| YTD | +21.2% | -43.1% | +64.3% | +26.4% |
| 1Y | +21.3% | -53.5% | +74.9% | +29.1% |
| 3Y | +83.4% | -59.8% | +143.2% | +89.2% |
| All | +33.2% | -93.2% | +126.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling