+370.5%
WELL vs NIO
-43.5%
+414.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.5% |
| 7D | +4.4% | +5.6% | -1.2% | +4.1% |
| 30D | +10.8% | -4.2% | +15.0% | +11.0% |
| 3M | +4.2% | -26.3% | +30.5% | +5.7% |
| 6M | +14.0% | -42.5% | +56.5% | +16.8% |
| YTD | +33.4% | -33.5% | +67.0% | +35.4% |
| 1Y | +32.4% | -52.7% | +85.1% | +36.6% |
| 3Y | +194.7% | -57.5% | +252.2% | +198.8% |
| 5Y | +226.5% | -92.0% | +318.4% | +248.8% |
| All | +370.5% | -43.5% | +414.0% | +320.8% |
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