+486.3%
WMT vs PANW
+3,497.3%
-3,011.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 6M | -12.7% | +100.5% | -113.2% | -18.2% |
| YTD | -3.2% | +79.5% | -82.7% | -8.5% |
| 1Y | +5.3% | +66.7% | -61.5% | 0.0% |
| 3Y | +101.9% | +161.2% | -59.4% | +82.3% |
| 5Y | +134.6% | +322.2% | -187.6% | +101.3% |
| 10Y | +440.4% | +1,273.8% | -833.4% | +317.1% |
| All | +486.3% | +3,497.3% | -3,011.0% | +347.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling