+426.7%
WMT vs NTNX
+148.8%
+278.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | 0.0% | -3.1% | +3.2% | +0.2% |
| 30D | -7.4% | +2.0% | -9.4% | -7.6% |
| 3M | -10.9% | +34.0% | -44.8% | -12.5% |
| 6M | -12.7% | +72.4% | -85.1% | -15.8% |
| YTD | -3.2% | +27.5% | -30.7% | -5.0% |
| 1Y | +5.3% | -18.7% | +24.0% | +6.1% |
| 3Y | +101.9% | +80.8% | +21.1% | +91.4% |
| 5Y | +134.6% | +54.5% | +80.1% | +120.8% |
| All | +426.7% | +148.8% | +278.0% | +361.9% |
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