+161.2%
PANW vs WDAY
-25.7%
+186.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -0.8% | -5.2% | +4.4% | +0.9% |
| 30D | -14.6% | +5.9% | -20.5% | -17.2% |
| 3M | +18.3% | +42.3% | -24.0% | +0.9% |
| 6M | +100.5% | +34.7% | +65.8% | +73.0% |
| YTD | +79.5% | -13.5% | +93.0% | +85.9% |
| 1Y | +66.7% | -18.1% | +84.8% | +75.6% |
| 3Y | +161.2% | -26.4% | +187.6% | +174.7% |
| All | +161.2% | -25.7% | +186.9% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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