-17.5%
WY vs NIO
-46.0%
+28.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -5.1% | -1.8% | -3.2% | -4.9% |
| 30D | +9.0% | -6.6% | +15.7% | +9.6% |
| 3M | -16.7% | -29.9% | +13.2% | -14.4% |
| 6M | -10.3% | -46.6% | +36.4% | -5.9% |
| YTD | -10.5% | -36.5% | +26.0% | -8.0% |
| 1Y | -5.9% | -51.1% | +45.3% | -1.2% |
| 3Y | -24.7% | -55.2% | +30.5% | -23.2% |
| 5Y | -31.5% | -92.3% | +60.8% | -23.2% |
| All | -17.5% | -46.0% | +28.5% | -26.9% |
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 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