+95.6%
WFC vs NIO
-36.8%
+132.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +1.1% | -6.7% | +7.7% | +1.5% |
| 30D | +0.8% | -20.0% | +20.9% | +2.2% |
| 3M | +9.3% | -30.5% | +39.7% | +11.6% |
| 6M | +10.6% | -20.7% | +31.3% | +11.6% |
| YTD | -4.1% | -25.7% | +21.6% | -2.9% |
| 1Y | +13.6% | -38.6% | +52.1% | +15.9% |
| 3Y | +130.7% | -62.3% | +193.0% | +136.5% |
| 5Y | +126.7% | -90.1% | +216.8% | +143.1% |
| All | +95.6% | -36.8% | +132.4% | +77.2% |
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