+355.6%
WELL vs NIO
-36.8%
+392.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -1.3% | -6.7% | +5.3% | -1.0% |
| 30D | +0.5% | -20.0% | +20.6% | +1.6% |
| 3M | +19.1% | -30.5% | +49.5% | +21.1% |
| 6M | +17.0% | -20.7% | +37.7% | +17.8% |
| YTD | +29.2% | -25.7% | +54.9% | +30.5% |
| 1Y | +42.1% | -38.6% | +80.7% | +44.5% |
| 3Y | +204.5% | -62.3% | +266.8% | +210.8% |
| 5Y | +211.0% | -90.1% | +301.0% | +228.7% |
| All | +355.6% | -36.8% | +392.4% | +305.5% |
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