+969.6%
WPM vs NIO
-36.8%
+1,006.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +7.0% | -6.7% | +13.7% | +7.4% |
| 30D | +15.7% | -20.0% | +35.8% | +17.1% |
| 3M | +35.2% | -30.5% | +65.7% | +37.7% |
| 6M | +6.1% | -20.7% | +26.8% | +7.2% |
| YTD | +32.6% | -25.7% | +58.3% | +34.3% |
| 1Y | +46.9% | -38.6% | +85.5% | +49.8% |
| 3Y | +276.3% | -62.3% | +338.6% | +284.1% |
| 5Y | +260.0% | -90.1% | +350.1% | +275.1% |
| All | +969.6% | -36.8% | +1,006.4% | +995.9% |
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