+100.5%
WMB vs NIO
-59.9%
+160.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.2% | -0.4% |
| 7D | -13.8% | +5.6% | -19.4% | -13.9% |
| 30D | -10.3% | -4.2% | -6.1% | -10.2% |
| 3M | -10.1% | -26.3% | +16.3% | -9.4% |
| 6M | -11.8% | -42.5% | +30.7% | -10.5% |
| YTD | +8.9% | -33.5% | +42.5% | +9.8% |
| 1Y | +14.0% | -52.7% | +66.6% | +16.1% |
| 3Y | +100.5% | -57.5% | +158.0% | +102.4% |
| All | +100.5% | -59.9% | +160.4% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling