+135.9%
WMT vs PANW
+320.3%
-184.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.5% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -7.4% | -14.6% | +7.1% | -6.5% |
| 3M | -10.9% | +18.3% | -29.2% | -12.4% |
| 6M | -12.7% | +100.5% | -113.2% | -18.8% |
| YTD | -3.2% | +79.5% | -82.7% | -9.0% |
| 1Y | +5.3% | +66.7% | -61.5% | -0.5% |
| 3Y | +101.9% | +161.2% | -59.4% | +78.8% |
| All | +135.9% | +320.3% | -184.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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