-52.7%
NIO vs WOLF
+45.1%
-97.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.8% | -9.2% | +0.1% |
| 7D | +6.9% | +25.3% | -18.4% | +5.6% |
| 30D | -4.7% | -14.7% | +9.9% | -4.5% |
| 3M | -28.1% | -20.5% | -7.5% | -27.9% |
| 6M | -41.7% | -43.9% | +2.2% | -41.6% |
| YTD | -33.1% | +50.0% | -83.2% | -37.0% |
| 1Y | -50.3% | +45.5% | -95.8% | -53.4% |
| All | -52.7% | +45.1% | -97.8% | -55.5% |
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