+326.6%
PANW vs WDAY
-31.0%
+357.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.0% | -10.5% | +12.5% | +6.7% |
| 30D | -11.8% | +2.1% | -13.9% | -13.8% |
| 3M | +28.6% | +34.6% | -6.0% | +8.6% |
| 6M | +104.4% | +29.9% | +74.5% | +73.6% |
| YTD | +83.8% | -13.8% | +97.6% | +89.9% |
| 1Y | +71.5% | -18.3% | +89.8% | +80.7% |
| 3Y | +172.2% | -26.2% | +198.3% | +189.7% |
| All | +326.6% | -31.0% | +357.5% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling