+91.9%
WFC vs NIO
-46.0%
+137.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +3.6% | -6.6% | +10.2% | +4.0% |
| 3M | -1.3% | -29.9% | +28.6% | +0.7% |
| 6M | +18.0% | -46.6% | +64.6% | +22.2% |
| YTD | -5.9% | -36.5% | +30.6% | -3.9% |
| 1Y | +1.8% | -51.1% | +52.9% | +5.5% |
| 3Y | +125.0% | -55.2% | +180.3% | +128.0% |
| 5Y | +92.0% | -92.3% | +184.3% | +108.8% |
| All | +91.9% | -46.0% | +137.9% | +75.4% |
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