+1,959.4%
PANW vs W
+177.7%
+1,781.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -6.9% | +6.5% | -13.4% | -7.9% |
| 30D | -7.4% | -6.2% | -1.2% | -6.6% |
| 3M | +26.5% | +48.9% | -22.3% | +17.3% |
| 6M | +104.2% | +31.2% | +73.0% | +91.8% |
| YTD | +82.9% | -0.4% | +83.4% | +78.3% |
| 1Y | +70.7% | +14.8% | +55.9% | +60.8% |
| 3Y | +170.9% | +40.5% | +130.4% | +129.0% |
| 5Y | +334.1% | -62.1% | +396.3% | +302.3% |
| 10Y | +1,275.6% | +141.5% | +1,134.1% | +739.8% |
| All | +1,959.4% | +177.7% | +1,781.7% | +1,078.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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