+78.2%
NTNX vs NWSA
+137.0%
-58.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -2.8% | -0.3% | -1.7% |
| 30D | +2.0% | +3.0% | -1.1% | +0.4% |
| 3M | +34.0% | +12.3% | +21.6% | +25.5% |
| 6M | +72.4% | +21.9% | +50.5% | +54.5% |
| YTD | +27.5% | +13.6% | +14.0% | +18.4% |
| 1Y | -18.7% | +0.5% | -19.2% | -19.9% |
| 3Y | +80.8% | +43.8% | +37.0% | +45.4% |
| 5Y | +54.5% | +41.2% | +13.3% | +22.4% |
| All | +78.2% | +137.0% | -58.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling