+86.1%
WULF vs NTNX
+0.3%
+85.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +7.6% | -1.6% | +9.1% | +7.4% |
| 30D | -8.6% | +11.6% | -20.3% | -7.6% |
| 3M | -37.0% | +23.8% | -60.8% | -35.7% |
| 6M | +7.4% | +68.8% | -61.4% | +10.4% |
| YTD | +43.7% | +31.7% | +12.0% | +46.6% |
| 1Y | +86.1% | -0.9% | +87.0% | +107.3% |
| All | +86.1% | +0.3% | +85.9% | +107.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling