+377.2%
WELL vs NIO
-45.3%
+422.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.7% |
| 7D | +3.0% | +2.8% | +0.2% | +2.9% |
| 30D | +10.2% | -8.4% | +18.6% | +10.7% |
| 3M | +6.1% | -32.0% | +38.1% | +8.1% |
| 6M | +16.6% | -43.9% | +60.6% | +19.7% |
| YTD | +35.3% | -35.7% | +71.0% | +37.6% |
| 1Y | +31.5% | -51.1% | +82.6% | +35.4% |
| 3Y | +206.5% | -54.7% | +261.2% | +209.5% |
| 5Y | +222.0% | -91.7% | +313.7% | +243.5% |
| All | +377.2% | -45.3% | +422.5% | +327.4% |
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