+96.4%
WULF vs NIO
-38.5%
+134.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | -2.6% | -18.7% | +16.1% | +1.1% |
| 3M | -34.0% | -29.4% | -4.5% | -29.7% |
| 6M | +10.0% | -32.5% | +42.5% | +17.7% |
| YTD | +45.7% | -27.6% | +73.3% | +53.3% |
| 1Y | +57.3% | -39.2% | +96.5% | +69.4% |
| 3Y | +878.9% | -64.3% | +943.2% | +992.4% |
| 5Y | -28.3% | -90.3% | +62.0% | -14.1% |
| All | +96.4% | -38.5% | +134.9% | +125.6% |
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 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