+3,722.6%
PANW vs WSM
+1,617.0%
+2,105.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +2.0% | +0.4% | +1.5% | +1.9% |
| 30D | -11.8% | -10.7% | -1.1% | -9.6% |
| 3M | +28.6% | +8.5% | +20.1% | +26.2% |
| 6M | +104.4% | +19.6% | +84.8% | +95.4% |
| YTD | +83.8% | +26.6% | +57.2% | +72.7% |
| 1Y | +71.5% | +12.0% | +59.6% | +65.4% |
| 3Y | +172.2% | +226.6% | -54.5% | +96.2% |
| 5Y | +332.2% | +174.1% | +158.1% | +213.3% |
| 10Y | +1,306.4% | +1,052.9% | +253.4% | +561.1% |
| All | +3,722.6% | +1,617.0% | +2,105.6% | +1,851.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling