+164.8%
PANW vs WST
-13.7%
+178.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +2.0% | -1.7% | +3.7% | +2.2% |
| 30D | -13.0% | -4.3% | -8.7% | -12.6% |
| 3M | +28.6% | +0.7% | +27.9% | +28.5% |
| 6M | +103.0% | +36.0% | +66.9% | +96.2% |
| YTD | +81.9% | +22.7% | +59.2% | +77.4% |
| 1Y | +69.6% | +34.1% | +35.5% | +63.8% |
| All | +164.8% | -13.7% | +178.5% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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