+78.2%
NTNX vs WCN
+240.2%
-162.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -3.1% | 0.0% | -1.3% |
| 30D | +2.0% | -3.4% | +5.4% | +4.0% |
| 3M | +34.0% | +3.0% | +31.0% | +31.1% |
| 6M | +72.4% | -3.8% | +76.1% | +74.5% |
| YTD | +27.5% | -8.3% | +35.8% | +32.6% |
| 1Y | -18.7% | -9.7% | -9.0% | -15.1% |
| 3Y | +80.8% | +17.2% | +63.6% | +56.3% |
| 5Y | +54.5% | +25.3% | +29.2% | +24.8% |
| All | +78.2% | +240.2% | -162.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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