+161.2%
PANW vs WPM
+267.3%
-106.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -14.6% | +14.4% | -29.0% | -16.2% |
| 3M | +18.3% | +37.0% | -18.7% | +12.6% |
| 6M | +100.5% | +4.1% | +96.4% | +97.6% |
| YTD | +79.5% | +31.7% | +47.8% | +67.6% |
| 1Y | +66.7% | +44.2% | +22.5% | +52.2% |
| 3Y | +161.2% | +265.5% | -104.3% | +80.3% |
| All | +161.2% | +267.3% | -106.0% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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