-22.1%
WULF vs NIO
-54.1%
+32.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.4% | -10.1% | -8.0% |
| 7D | -12.8% | -0.6% | -12.2% | -12.6% |
| 30D | -20.9% | -3.5% | -17.4% | -19.5% |
| 3M | -38.0% | -30.7% | -7.4% | -29.3% |
| 6M | -47.5% | -45.6% | -1.9% | -35.3% |
| YTD | +1.8% | -35.3% | +37.1% | +19.3% |
| 1Y | -22.1% | -53.9% | +31.9% | +9.5% |
| All | -22.1% | -54.1% | +32.1% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling