+1,149.5%
WULF vs NIO
-60.1%
+1,209.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.5% |
| 7D | +11.0% | -14.5% | +25.4% | +17.1% |
| 30D | +9.4% | -15.0% | +24.3% | +16.0% |
| 3M | -22.6% | -35.6% | +12.9% | -10.0% |
| 6M | -45.4% | -55.7% | +10.2% | -28.6% |
| YTD | +9.8% | -43.1% | +53.0% | +30.9% |
| 1Y | +8.0% | -53.5% | +61.6% | +36.8% |
| 3Y | +1,149.5% | -59.8% | +1,209.3% | +1,524.7% |
| All | +1,149.5% | -60.1% | +1,209.6% | +1,524.7% |
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