+1.3%
WYNN vs NTNX
+148.8%
-147.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -4.2% | -3.1% | -1.1% | -3.5% |
| 30D | -14.6% | +2.0% | -16.6% | -15.2% |
| 3M | -18.4% | +34.0% | -52.4% | -24.1% |
| 6M | -11.9% | +72.4% | -84.3% | -23.6% |
| YTD | -26.6% | +27.5% | -54.1% | -31.9% |
| 1Y | -28.5% | -18.7% | -9.8% | -26.6% |
| 3Y | -5.1% | +80.8% | -85.9% | -24.0% |
| 5Y | -10.5% | +54.5% | -65.0% | -29.3% |
| All | +1.3% | +148.8% | -147.5% | -33.7% |
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