+28.3%
WDAY vs NIO
-43.2%
+71.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -4.0% | +6.9% | -10.9% | -4.7% |
| 30D | +1.9% | -4.7% | +6.7% | +2.4% |
| 3M | +5.9% | -28.1% | +33.9% | +9.4% |
| 6M | +48.8% | -41.7% | +90.5% | +56.7% |
| YTD | -11.4% | -33.1% | +21.7% | -8.9% |
| 1Y | -15.5% | -50.3% | +34.8% | -10.3% |
| 3Y | -15.6% | -54.4% | +38.7% | -14.1% |
| 5Y | -35.2% | -91.6% | +56.4% | -25.3% |
| All | +28.3% | -43.2% | +71.5% | +23.5% |
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