+2.3%
WY vs NTNX
+155.4%
-153.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.3% |
| 30D | -8.7% | +1.6% | -10.3% | -9.0% |
| 3M | -9.7% | +37.3% | -47.0% | -14.8% |
| 6M | -3.6% | +72.3% | -75.8% | -13.2% |
| YTD | -3.7% | +31.0% | -34.6% | -9.5% |
| 1Y | -7.5% | -14.6% | +7.1% | -6.5% |
| 3Y | -25.3% | +89.6% | -114.9% | -37.8% |
| 5Y | -19.3% | +62.2% | -81.5% | -33.7% |
| All | +2.3% | +155.4% | -153.1% | -30.7% |
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