-26.4%
WDAY vs NTNX
+82.3%
-108.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | -5.2% | -3.1% | -2.0% | -3.9% |
| 30D | +5.9% | +2.0% | +4.0% | +5.2% |
| 3M | +42.3% | +34.0% | +8.3% | +27.2% |
| 6M | +34.7% | +72.4% | -37.7% | +10.7% |
| YTD | -13.5% | +27.5% | -41.1% | -22.5% |
| 1Y | -18.1% | -18.7% | +0.7% | -17.3% |
| 3Y | -26.4% | +80.8% | -107.1% | -49.7% |
| All | -26.4% | +82.3% | -108.7% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling