+82.7%
WULF vs NTNX
+148.8%
-66.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.6% |
| 7D | +1.4% | -3.1% | +4.5% | +1.9% |
| 30D | -2.6% | +2.0% | -4.6% | -3.0% |
| 3M | -34.0% | +34.0% | -67.9% | -37.3% |
| 6M | +10.0% | +72.4% | -62.4% | -0.9% |
| YTD | +45.7% | +27.5% | +18.2% | +37.7% |
| 1Y | +57.3% | -18.7% | +76.1% | +60.1% |
| 3Y | +878.9% | +80.8% | +798.2% | +787.8% |
| 5Y | -28.3% | +54.5% | -82.8% | -36.7% |
| All | +82.7% | +148.8% | -66.1% | +55.5% |
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