+474.5%
WWD vs NTNX
+148.8%
+325.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -2.6% | -3.1% | +0.6% | -2.1% |
| 30D | -6.9% | +2.0% | -8.9% | -7.3% |
| 3M | -13.0% | +34.0% | -47.0% | -17.4% |
| 6M | -12.5% | +72.4% | -84.8% | -21.1% |
| YTD | +11.8% | +27.5% | -15.7% | +5.7% |
| 1Y | +41.1% | -18.7% | +59.8% | +43.7% |
| 3Y | +163.1% | +80.8% | +82.3% | +127.1% |
| 5Y | +187.6% | +54.5% | +133.1% | +145.2% |
| All | +474.5% | +148.8% | +325.7% | +316.0% |
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