+161.2%
PANW vs WAB
+167.4%
-6.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.6% | -4.1% | -10.5% | -13.5% |
| 3M | +18.3% | +8.2% | +10.1% | +14.6% |
| 6M | +100.5% | +15.4% | +85.1% | +87.7% |
| YTD | +79.5% | +33.1% | +46.4% | +56.2% |
| 1Y | +66.7% | +48.1% | +18.7% | +37.4% |
| 3Y | +161.2% | +167.7% | -6.5% | +84.4% |
| All | +161.2% | +167.4% | -6.2% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling