+80.9%
NTNX vs WST
+374.0%
-293.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.7% |
| 30D | +3.8% | -4.3% | +8.2% | +5.3% |
| 3M | +31.9% | +0.7% | +31.2% | +31.2% |
| 6M | +68.5% | +36.0% | +32.5% | +49.9% |
| YTD | +29.5% | +22.7% | +6.8% | +19.2% |
| 1Y | -11.6% | +34.1% | -45.7% | -21.5% |
| 3Y | +85.1% | -13.6% | +98.7% | +76.6% |
| 5Y | +54.8% | -26.0% | +80.8% | +57.5% |
| All | +80.9% | +374.0% | -293.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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