-45.4%
WULF vs NIO
-52.4%
+7.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | +0.1% |
| 7D | +11.0% | -14.5% | +25.4% | +23.0% |
| 30D | +9.4% | -15.0% | +24.3% | +21.9% |
| 3M | -22.6% | -35.6% | +12.9% | -0.9% |
| 6M | -45.4% | -55.7% | +10.2% | -10.9% |
| All | -45.4% | -52.4% | +7.0% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling