+129.7%
WMT vs NIO
-90.3%
+220.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +0.1% | -6.7% | +6.8% | +0.2% |
| 30D | -5.0% | -20.0% | +15.1% | -4.7% |
| 3M | -11.3% | -30.5% | +19.2% | -10.8% |
| 6M | -13.8% | -20.7% | +6.9% | -13.6% |
| YTD | -4.2% | -25.7% | +21.5% | -3.9% |
| 1Y | +4.6% | -38.6% | +43.1% | +5.0% |
| 3Y | +100.5% | -62.3% | +162.7% | +101.2% |
| 5Y | +129.7% | -90.1% | +219.7% | +136.6% |
| All | +129.7% | -90.3% | +220.0% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling