+1,248.2%
PANW vs WCC
+541.6%
+706.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.2% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -14.6% | -2.1% | -12.4% | -14.2% |
| 3M | +18.3% | +3.8% | +14.5% | +16.5% |
| 6M | +100.5% | +35.0% | +65.5% | +82.7% |
| YTD | +79.5% | +46.4% | +33.1% | +59.1% |
| 1Y | +66.7% | +63.0% | +3.7% | +42.8% |
| 3Y | +161.2% | +133.9% | +27.3% | +95.1% |
| 5Y | +322.2% | +226.5% | +95.7% | +178.9% |
| All | +1,248.2% | +541.6% | +706.6% | +529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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