+91.2%
WFC vs NIO
-43.2%
+134.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.8% |
| 7D | +0.1% | +6.9% | -6.8% | -0.3% |
| 30D | +2.9% | -4.7% | +7.7% | +3.2% |
| 3M | -1.4% | -28.1% | +26.6% | +0.4% |
| 6M | +14.3% | -41.7% | +56.1% | +17.8% |
| YTD | -6.2% | -33.1% | +26.9% | -4.6% |
| 1Y | +1.6% | -50.3% | +51.9% | +5.3% |
| 3Y | +126.9% | -54.4% | +181.3% | +129.8% |
| 5Y | +94.0% | -91.6% | +185.6% | +109.9% |
| All | +91.2% | -43.2% | +134.4% | +74.2% |
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