+1.3%
WAT vs NTNX
+54.0%
-52.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | -0.3% | -3.1% | +2.9% | +0.2% |
| 30D | -1.9% | +2.0% | -3.8% | -2.2% |
| 3M | +13.5% | +34.0% | -20.4% | +8.8% |
| 6M | +37.2% | +72.4% | -35.1% | +26.4% |
| YTD | +7.5% | +27.5% | -20.0% | +3.1% |
| 1Y | +35.0% | -18.7% | +53.7% | +37.9% |
| 3Y | +55.1% | +80.8% | -25.7% | +37.3% |
| All | +1.3% | +54.0% | -52.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 5y: compounded portfolio wealth divided by compounded NTNX 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…
5y analysis · Full analysis span regression · 6 months rolling