+168.5%
WFC vs NTNX
+148.8%
+19.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.8% |
| 30D | +1.5% | +2.0% | -0.4% | +1.1% |
| 3M | +10.2% | +34.0% | -23.8% | +5.5% |
| 6M | +18.8% | +72.4% | -53.6% | +8.9% |
| YTD | -1.5% | +27.5% | -29.1% | -5.9% |
| 1Y | +13.5% | -18.7% | +32.3% | +15.3% |
| 3Y | +135.0% | +80.8% | +54.2% | +108.7% |
| 5Y | +130.1% | +54.5% | +75.6% | +101.3% |
| All | +168.5% | +148.8% | +19.8% | +105.2% |
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