+42.1%
WM vs NTNX
+80.9%
-38.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -3.1% | -3.9% | +0.8% | -3.0% |
| 30D | -5.3% | +1.7% | -7.0% | -5.4% |
| 3M | -4.2% | +31.7% | -36.0% | -5.0% |
| 6M | -8.1% | +69.4% | -77.4% | -9.6% |
| YTD | -1.4% | +26.6% | -28.0% | -2.5% |
| 1Y | +0.2% | -15.2% | +15.4% | +0.3% |
| All | +42.1% | +80.9% | -38.8% | +41.4% |
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