-30.9%
WULF vs NIO
-90.3%
+59.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.2% |
| 7D | +15.6% | -4.1% | +19.7% | +17.5% |
| 30D | +5.7% | -23.2% | +29.0% | +16.9% |
| 3M | -32.3% | -29.9% | -2.4% | -22.4% |
| 6M | +23.7% | -25.1% | +48.8% | +36.0% |
| YTD | +49.1% | -27.5% | +76.5% | +64.7% |
| 1Y | +66.3% | -41.1% | +107.4% | +94.3% |
| 3Y | +851.7% | -63.1% | +914.8% | +1,093.4% |
| 5Y | -30.9% | -90.4% | +59.5% | +31.1% |
| All | -30.9% | -90.3% | +59.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling