+117.7%
WFC vs NIO
-59.9%
+177.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.4% | -0.6% |
| 7D | +1.2% | +5.6% | -4.4% | +1.1% |
| 30D | +5.2% | -4.2% | +9.4% | +5.3% |
| 3M | -3.0% | -26.3% | +23.3% | -2.2% |
| 6M | +6.2% | -42.5% | +48.7% | +7.9% |
| YTD | -7.9% | -33.5% | +25.6% | -7.1% |
| 1Y | +0.3% | -52.7% | +52.9% | +2.4% |
| 3Y | +117.7% | -57.5% | +175.2% | +124.0% |
| All | +117.7% | -59.9% | +177.6% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling