+272.0%
WMB vs NIO
-51.7%
+323.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | +7.8% | -14.5% | +22.3% | +8.7% |
| 30D | -5.1% | -15.0% | +9.9% | -4.3% |
| 3M | -4.7% | -35.6% | +30.8% | -2.4% |
| 6M | -7.4% | -55.7% | +48.3% | -3.3% |
| YTD | +17.5% | -43.1% | +60.6% | +20.5% |
| 1Y | +19.5% | -53.5% | +73.0% | +23.9% |
| 3Y | +121.3% | -59.8% | +181.1% | +125.3% |
| 5Y | +200.5% | -93.2% | +293.7% | +229.4% |
| All | +272.0% | -51.7% | +323.7% | +231.3% |
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