+1,108.4%
WDC vs NIO
-36.8%
+1,145.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +6.0% | -6.7% | +12.6% | +7.0% |
| 30D | +9.9% | -20.0% | +30.0% | +13.4% |
| 3M | -9.4% | -30.5% | +21.1% | -4.8% |
| 6M | +94.7% | -20.7% | +115.4% | +100.3% |
| YTD | +177.4% | -25.7% | +203.0% | +187.3% |
| 1Y | +412.6% | -38.6% | +451.2% | +442.9% |
| 3Y | +1,359.8% | -62.3% | +1,422.0% | +1,461.0% |
| 5Y | +992.6% | -90.1% | +1,082.6% | +1,187.4% |
| All | +1,108.4% | -36.8% | +1,145.2% | +985.6% |
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