-59.8%
NIO vs WOLF
+37.9%
-97.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.3% | +1.4% | -4.6% |
| 7D | -14.5% | +4.4% | -18.8% | -14.6% |
| 30D | -15.0% | +1.0% | -16.0% | -15.2% |
| 3M | -35.6% | -21.2% | -14.4% | -35.3% |
| 6M | -55.7% | -60.3% | +4.7% | -55.1% |
| YTD | -43.1% | +42.6% | -85.8% | -46.3% |
| 1Y | -53.5% | +36.5% | -90.0% | -56.2% |
| All | -59.8% | +37.9% | -97.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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