+332.2%
PANW vs WST
-24.9%
+357.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +2.0% | +0.4% | +1.5% | +1.9% |
| 30D | -11.8% | -2.0% | -9.8% | -11.5% |
| 3M | +28.6% | +4.1% | +24.5% | +27.4% |
| 6M | +104.4% | +47.4% | +57.0% | +86.4% |
| YTD | +83.8% | +25.4% | +58.4% | +73.3% |
| 1Y | +71.5% | +35.3% | +36.2% | +58.3% |
| 3Y | +172.2% | -11.7% | +183.9% | +167.4% |
| 5Y | +332.2% | -24.0% | +356.2% | +365.5% |
| All | +332.2% | -24.9% | +357.1% | +365.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling