+109.5%
PENG vs WSM
+19.9%
+89.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.1% | +4.3% | +5.3% |
| 7D | +4.5% | -3.3% | +7.8% | +6.4% |
| 30D | -7.1% | -8.4% | +1.3% | -2.8% |
| 3M | -27.3% | +9.7% | -36.9% | -31.9% |
| 6M | +169.6% | +16.7% | +152.9% | +140.5% |
| YTD | +164.6% | +28.7% | +135.9% | +121.1% |
| 1Y | +109.5% | +13.7% | +95.8% | +83.0% |
| All | +109.5% | +19.9% | +89.6% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling