+306.4%
WM vs NTNX
+154.7%
+151.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.0% |
| 30D | -4.3% | +7.7% | -12.0% | -4.8% |
| 3M | +0.8% | +30.2% | -29.4% | -0.9% |
| 6M | -10.8% | +69.4% | -80.2% | -13.8% |
| YTD | -0.1% | +30.6% | -30.6% | -2.1% |
| 1Y | +1.0% | -10.0% | +11.0% | +1.0% |
| 3Y | +45.1% | +86.6% | -41.6% | +36.6% |
| 5Y | +52.1% | +57.1% | -5.0% | +42.4% |
| All | +306.4% | +154.7% | +151.7% | +249.6% |
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