+198.3%
WELL vs NTNX
+82.3%
+116.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.2% | -3.1% | +2.9% | -0.1% |
| 30D | +2.3% | +2.0% | +0.4% | +2.2% |
| 3M | +12.3% | +34.0% | -21.7% | +11.0% |
| 6M | +15.6% | +72.4% | -56.8% | +12.6% |
| YTD | +28.3% | +27.5% | +0.8% | +27.1% |
| 1Y | +41.9% | -18.7% | +60.7% | +44.7% |
| 3Y | +198.3% | +80.8% | +117.6% | +154.7% |
| All | +198.3% | +82.3% | +116.0% | +154.7% |
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