+1,248.2%
PANW vs CDW
+300.6%
+947.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.8% | -10.2% | -5.6% |
| 7D | -0.8% | +0.9% | -1.7% | -1.5% |
| 30D | -14.6% | +13.1% | -27.6% | -19.2% |
| 3M | +18.3% | +19.7% | -1.4% | +7.9% |
| 6M | +100.5% | +30.7% | +69.8% | +72.3% |
| YTD | +79.5% | +14.7% | +64.8% | +62.5% |
| 1Y | +66.7% | -5.3% | +72.0% | +64.0% |
| 3Y | +161.2% | -23.8% | +185.1% | +177.3% |
| 5Y | +322.2% | -16.8% | +339.0% | +321.7% |
| All | +1,248.2% | +300.6% | +947.6% | +560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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