+294.4%
WMB vs NTNX
+148.8%
+145.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -1.0% | -3.1% | +2.1% | -0.7% |
| 30D | -0.4% | +2.0% | -2.4% | -0.8% |
| 3M | +3.2% | +34.0% | -30.7% | -0.5% |
| 6M | +0.1% | +72.4% | -72.3% | -6.9% |
| YTD | +23.9% | +27.5% | -3.7% | +19.1% |
| 1Y | +27.6% | -18.7% | +46.3% | +29.4% |
| 3Y | +141.9% | +80.8% | +61.2% | +116.6% |
| 5Y | +273.8% | +54.5% | +219.3% | +232.2% |
| All | +294.4% | +148.8% | +145.6% | +195.4% |
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 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