-16.0%
NTNX vs GWRE
-24.6%
+8.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.9% | -6.2% | -7.3% |
| 7D | -17.2% | +4.5% | -21.7% | -18.7% |
| 30D | -20.2% | +1.7% | -22.0% | -21.4% |
| 3M | -4.0% | +4.4% | -8.3% | -9.7% |
| 6M | +34.8% | +19.5% | +15.3% | +15.8% |
| YTD | +13.3% | -16.7% | +30.0% | +6.4% |
| 1Y | -16.0% | -24.0% | +8.0% | -20.6% |
| All | -16.0% | -24.6% | +8.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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