+271.3%
WMT vs NIO
-40.3%
+311.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | -2.5% | -7.3% | +4.8% | -2.4% |
| 30D | -6.4% | -22.5% | +16.1% | -6.1% |
| 3M | -12.1% | -30.9% | +18.8% | -11.7% |
| 6M | -15.0% | -37.2% | +22.2% | -14.5% |
| YTD | -4.5% | -29.8% | +25.3% | -4.2% |
| 1Y | +6.2% | -37.4% | +43.6% | +6.6% |
| 3Y | +99.9% | -64.3% | +164.2% | +100.8% |
| 5Y | +131.4% | -90.6% | +222.0% | +134.8% |
| All | +271.3% | -40.3% | +311.6% | +273.3% |
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