+100.1%
WFC vs NIO
-36.7%
+136.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.0% |
| 7D | +3.8% | -13.0% | +16.8% | +4.7% |
| 30D | +1.5% | -18.3% | +19.8% | +2.7% |
| 3M | +10.9% | -33.2% | +44.1% | +13.5% |
| 6M | +8.4% | -21.5% | +29.9% | +9.4% |
| YTD | -1.9% | -25.5% | +23.6% | -0.7% |
| 1Y | +12.3% | -38.0% | +50.4% | +14.6% |
| 3Y | +132.3% | -65.5% | +197.8% | +139.6% |
| 5Y | +130.1% | -90.6% | +220.7% | +147.3% |
| All | +100.1% | -36.7% | +136.7% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling