+332.2%
WWD vs NIO
-40.3%
+372.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.2% |
| 7D | -2.9% | -7.3% | +4.4% | -2.3% |
| 30D | -6.6% | -22.5% | +15.9% | -4.6% |
| 3M | -9.3% | -30.9% | +21.6% | -6.6% |
| 6M | -13.6% | -37.2% | +23.6% | -10.7% |
| YTD | +10.4% | -29.8% | +40.2% | +12.8% |
| 1Y | +39.9% | -37.4% | +77.3% | +43.7% |
| 3Y | +165.0% | -64.3% | +229.4% | +175.4% |
| 5Y | +183.8% | -90.6% | +274.4% | +215.7% |
| All | +332.2% | -40.3% | +372.6% | +268.1% |
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