+78.2%
NTNX vs WTW
+179.8%
-101.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.1% | -5.7% | +2.6% | -0.4% |
| 30D | +2.0% | -7.3% | +9.2% | +5.5% |
| 3M | +34.0% | +21.5% | +12.5% | +21.1% |
| 6M | +72.4% | +9.6% | +62.8% | +63.3% |
| YTD | +27.5% | -3.3% | +30.8% | +27.1% |
| 1Y | -18.7% | -6.1% | -12.6% | -18.1% |
| 3Y | +80.8% | +61.8% | +18.9% | +31.1% |
| 5Y | +54.5% | +42.7% | +11.8% | +18.8% |
| All | +78.2% | +179.8% | -101.6% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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