+316.7%
PANW vs WSM
+175.3%
+141.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -14.6% | -7.7% | -6.8% | -12.9% |
| 3M | +18.3% | +3.8% | +14.5% | +17.1% |
| 6M | +100.5% | +22.7% | +77.8% | +90.1% |
| YTD | +79.5% | +28.0% | +51.5% | +67.6% |
| 1Y | +66.7% | +12.7% | +54.0% | +60.2% |
| 3Y | +161.2% | +231.3% | -70.0% | +77.0% |
| All | +316.7% | +175.3% | +141.4% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling