+901.8%
WULF vs NIO
-64.4%
+966.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.3% |
| 7D | +15.6% | -4.1% | +19.7% | +17.2% |
| 30D | +5.7% | -23.2% | +29.0% | +15.3% |
| 3M | -32.3% | -29.9% | -2.4% | -23.9% |
| 6M | +23.7% | -25.1% | +48.8% | +34.5% |
| YTD | +49.1% | -27.5% | +76.5% | +62.9% |
| 1Y | +66.3% | -41.1% | +107.4% | +90.4% |
| All | +901.8% | -64.4% | +966.1% | +1,135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling