-26.2%
WBD vs NIO
+14.3%
-40.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.6% |
| 7D | +1.0% | -5.4% | +6.4% | +1.6% |
| 30D | +26.7% | -12.6% | +39.3% | +28.6% |
| 3M | +91.1% | +46.6% | +44.6% | +80.7% |
| 6M | +164.8% | +78.6% | +86.2% | +143.1% |
| YTD | +114.5% | +57.3% | +57.1% | +98.9% |
| 1Y | +141.9% | +29.2% | +112.8% | +128.9% |
| 3Y | +120.7% | -37.5% | +158.3% | +118.1% |
| 5Y | +8.3% | -83.5% | +91.8% | +15.1% |
| All | -26.2% | +14.3% | -40.5% | -35.9% |
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