-13.5%
WDAY vs NTNX
-9.1%
-4.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +3.0% |
| 7D | -1.2% | -12.3% | +11.1% | +8.0% |
| 30D | +6.8% | -13.2% | +20.0% | +17.3% |
| 3M | +17.8% | +3.6% | +14.3% | +14.1% |
| 6M | +57.8% | +45.7% | +12.2% | +23.7% |
| YTD | -6.0% | +23.2% | -29.3% | -23.1% |
| 1Y | -13.5% | -9.1% | -4.5% | -19.6% |
| All | -13.5% | -9.1% | -4.4% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling