+1,043.0%
WDC vs NTNX
+148.8%
+894.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.5% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | -15.5% | +34.0% | -49.4% | -22.5% |
| 6M | +66.5% | +72.4% | -5.9% | +40.5% |
| YTD | +159.9% | +27.5% | +132.3% | +135.9% |
| 1Y | +366.0% | -18.7% | +384.7% | +377.1% |
| 3Y | +1,285.8% | +80.8% | +1,205.1% | +1,003.9% |
| 5Y | +925.6% | +54.5% | +871.1% | +705.8% |
| All | +1,043.0% | +148.8% | +894.2% | +630.6% |
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 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