+161.2%
PANW vs WSM
+230.1%
-68.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -14.6% | -7.7% | -6.8% | -13.3% |
| 3M | +18.3% | +3.8% | +14.5% | +17.4% |
| 6M | +100.5% | +22.7% | +77.8% | +92.7% |
| YTD | +79.5% | +28.0% | +51.5% | +70.5% |
| 1Y | +66.7% | +12.7% | +54.0% | +61.9% |
| 3Y | +161.2% | +231.3% | -70.0% | +103.4% |
| All | +161.2% | +230.1% | -68.8% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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