+153.4%
WAT vs NTNX
+146.9%
+6.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.5% |
| 7D | -2.9% | -3.9% | +1.0% | -2.4% |
| 30D | -3.2% | +1.7% | -4.9% | -3.5% |
| 3M | +10.6% | +31.7% | -21.1% | +6.5% |
| 6M | +34.0% | +69.4% | -35.3% | +24.3% |
| YTD | +5.7% | +26.6% | -20.8% | +1.5% |
| 1Y | +37.1% | -15.2% | +52.3% | +38.4% |
| 3Y | +52.4% | +80.9% | -28.5% | +36.2% |
| 5Y | -4.4% | +53.3% | -57.7% | -15.4% |
| All | +153.4% | +146.9% | +6.5% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling