+200.6%
WM vs NIO
-46.7%
+247.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.2% |
| 7D | +4.5% | -3.6% | +8.1% | +4.5% |
| 30D | +16.1% | -8.0% | +24.1% | +16.1% |
| 3M | +8.0% | -31.2% | +39.2% | +8.2% |
| 6M | +8.4% | -45.8% | +54.2% | +8.7% |
| YTD | +11.2% | -37.3% | +48.5% | +11.4% |
| 1Y | +22.3% | -56.1% | +78.4% | +22.8% |
| 3Y | +50.2% | -61.1% | +111.4% | +50.4% |
| 5Y | +63.3% | -92.4% | +155.7% | +65.2% |
| All | +200.6% | -46.7% | +247.3% | +189.0% |
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 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