+52.1%
GWW vs NTNX
-16.9%
+68.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.1% | +5.5% | -2.6% |
| 7D | +5.8% | -17.2% | +23.0% | +5.5% |
| 30D | +13.8% | -20.2% | +34.0% | +13.4% |
| 3M | +13.2% | -4.0% | +17.1% | +13.3% |
| 6M | +28.4% | +34.8% | -6.4% | +29.5% |
| YTD | +44.7% | +13.3% | +31.4% | +46.0% |
| 1Y | +52.1% | -16.0% | +68.1% | +52.3% |
| All | +52.1% | -16.9% | +68.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 1y: compounded portfolio wealth divided by compounded NTNX 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…
1y analysis · Full analysis span regression · 6 months rolling