+375.0%
WELL vs NIO
-43.2%
+418.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +3.5% | +6.9% | -3.4% | +3.1% |
| 30D | +9.7% | -4.7% | +14.5% | +9.9% |
| 3M | +4.8% | -28.1% | +32.9% | +6.4% |
| 6M | +16.1% | -41.7% | +57.8% | +18.9% |
| YTD | +34.7% | -33.1% | +67.8% | +36.7% |
| 1Y | +31.9% | -50.3% | +82.2% | +35.7% |
| 3Y | +209.9% | -54.4% | +264.2% | +212.9% |
| 5Y | +226.5% | -91.6% | +318.1% | +248.1% |
| All | +375.0% | -43.2% | +418.1% | +324.6% |
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