+892.6%
WPM vs NIO
-43.2%
+935.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +20.8% | +6.9% | +13.9% | +20.4% |
| 30D | +3.8% | -4.7% | +8.6% | +4.1% |
| 3M | +7.4% | -28.1% | +35.5% | +9.3% |
| 6M | +4.0% | -41.7% | +45.7% | +6.8% |
| YTD | +23.0% | -33.1% | +56.2% | +25.3% |
| 1Y | +45.9% | -50.3% | +96.2% | +50.7% |
| 3Y | +242.9% | -54.4% | +297.3% | +248.1% |
| 5Y | +259.5% | -91.6% | +351.1% | +277.5% |
| All | +892.6% | -43.2% | +935.7% | +922.8% |
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