+129.3%
WFC vs NIO
-90.7%
+220.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.0% |
| 7D | +3.8% | -13.0% | +16.8% | +4.9% |
| 30D | +1.5% | -18.3% | +19.8% | +3.1% |
| 3M | +10.9% | -33.2% | +44.1% | +14.3% |
| 6M | +8.4% | -21.5% | +29.9% | +9.7% |
| YTD | -1.9% | -25.5% | +23.6% | -0.4% |
| 1Y | +12.3% | -38.0% | +50.4% | +15.3% |
| 3Y | +132.3% | -65.5% | +197.8% | +144.7% |
| All | +129.3% | -90.7% | +220.0% | +182.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling