-44.1%
NIO vs FWONK
+180.2%
-224.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -18.7% | -7.7% | -11.0% | -15.8% |
| 3M | -29.4% | +5.7% | -35.2% | -31.4% |
| 6M | -32.5% | +13.5% | -46.0% | -36.7% |
| YTD | -27.6% | -3.0% | -24.7% | -27.5% |
| 1Y | -39.2% | -6.4% | -32.8% | -38.1% |
| 3Y | -64.3% | +43.8% | -108.1% | -71.0% |
| 5Y | -90.3% | +98.6% | -188.9% | -92.9% |
| All | -44.1% | +180.2% | -224.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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