+25.7%
WDAY vs NIO
-36.8%
+62.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -6.7% | +0.6% | -5.4% |
| 30D | +3.7% | -20.0% | +23.7% | +6.1% |
| 3M | +29.6% | -30.5% | +60.0% | +34.5% |
| 6M | +23.3% | -20.7% | +44.0% | +25.2% |
| YTD | -13.3% | -25.7% | +12.4% | -11.6% |
| 1Y | -19.6% | -38.6% | +18.9% | -16.8% |
| 3Y | -25.7% | -62.3% | +36.6% | -22.6% |
| 5Y | -31.6% | -90.1% | +58.5% | -22.4% |
| All | +25.7% | -36.8% | +62.5% | +19.8% |
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