+76.3%
PANW vs WETO
-99.4%
+175.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -2.3% |
| 7D | -0.8% | -4.3% | +3.5% | -0.8% |
| 30D | -14.6% | -39.9% | +25.3% | -15.0% |
| 3M | +18.3% | -97.9% | +116.2% | +20.5% |
| 6M | +100.5% | -95.0% | +195.5% | +101.2% |
| YTD | +79.5% | -97.2% | +176.7% | +80.0% |
| 1Y | +66.7% | -98.9% | +165.6% | +66.5% |
| All | +76.3% | -99.4% | +175.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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