+300.1%
WM vs NTNX
+148.8%
+151.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -2.1% | -3.1% | +1.0% | -1.9% |
| 30D | -5.3% | +2.0% | -7.2% | -5.4% |
| 3M | -2.0% | +34.0% | -36.0% | -3.8% |
| 6M | -8.6% | +72.4% | -81.0% | -11.8% |
| YTD | -1.6% | +27.5% | -29.1% | -3.5% |
| 1Y | -1.2% | -18.7% | +17.5% | -0.6% |
| 3Y | +41.9% | +80.8% | -38.8% | +33.9% |
| 5Y | +49.6% | +54.5% | -4.9% | +40.2% |
| All | +300.1% | +148.8% | +151.4% | +244.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling