+3,663.5%
PANW vs WST
+1,354.2%
+2,309.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -10.3% | +0.7% | -11.1% | -10.5% |
| 30D | -8.1% | -3.1% | -5.0% | -7.3% |
| 3M | +19.3% | +7.2% | +12.1% | +16.4% |
| 6M | +110.2% | +36.8% | +73.4% | +88.1% |
| YTD | +80.9% | +23.8% | +57.1% | +66.8% |
| 1Y | +73.3% | +37.8% | +35.5% | +53.1% |
| 3Y | +174.6% | -15.9% | +190.5% | +165.4% |
| 5Y | +327.1% | -25.8% | +352.9% | +324.5% |
| 10Y | +1,277.3% | +319.6% | +957.7% | +486.6% |
| All | +3,663.5% | +1,354.2% | +2,309.3% | +758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling