+204.2%
WM vs NIO
-49.2%
+253.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.5% | +1.6% |
| 7D | +1.2% | -4.7% | +5.9% | +1.2% |
| 30D | +15.2% | -14.3% | +29.6% | +15.3% |
| 3M | +8.3% | -32.8% | +41.2% | +8.5% |
| 6M | +13.1% | -49.8% | +63.0% | +13.5% |
| YTD | +12.5% | -40.2% | +52.7% | +12.7% |
| 1Y | +21.8% | -52.7% | +74.5% | +22.2% |
| 3Y | +48.8% | -57.9% | +106.7% | +48.7% |
| 5Y | +62.1% | -92.9% | +154.9% | +64.1% |
| All | +204.2% | -49.2% | +253.3% | +192.5% |
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 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