+3,093.5%
PANW vs WDAY
+287.2%
+2,806.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -7.4% | +9.4% | +5.2% |
| 30D | -13.0% | +1.0% | -14.0% | -14.5% |
| 3M | +28.6% | +32.7% | -4.0% | +9.8% |
| 6M | +103.0% | +25.6% | +77.4% | +75.7% |
| YTD | +81.9% | -13.4% | +95.3% | +85.1% |
| 1Y | +69.6% | -19.4% | +89.0% | +77.2% |
| 3Y | +169.4% | -25.8% | +195.2% | +183.4% |
| 5Y | +331.0% | -31.1% | +362.1% | +355.5% |
| 10Y | +1,292.3% | +113.3% | +1,179.0% | +726.3% |
| All | +3,093.5% | +287.2% | +2,806.3% | +1,408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling