-30.6%
WDAY vs NTNX
+54.0%
-84.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | 0.0% |
| 7D | -5.2% | -3.1% | -2.0% | -4.0% |
| 30D | +5.9% | +2.0% | +4.0% | +5.3% |
| 3M | +42.3% | +34.0% | +8.3% | +28.8% |
| 6M | +34.7% | +72.4% | -37.7% | +12.5% |
| YTD | -13.5% | +27.5% | -41.1% | -20.8% |
| 1Y | -18.1% | -18.7% | +0.7% | -14.6% |
| 3Y | -26.4% | +80.8% | -107.1% | -43.1% |
| All | -30.6% | +54.0% | -84.7% | -42.8% |
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