+579.6%
PENG vs WSM
+1,222.2%
-642.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.0% | +6.3% | +8.0% |
| 7D | -3.8% | +0.9% | -4.6% | -4.2% |
| 30D | -40.1% | +8.6% | -48.6% | -42.6% |
| 3M | -21.8% | +4.2% | -26.0% | -23.7% |
| 6M | +3.3% | +44.6% | -41.3% | -13.4% |
| YTD | +133.6% | +48.5% | +85.1% | +94.0% |
| 1Y | +110.7% | +34.7% | +76.0% | +82.4% |
| 3Y | +204.3% | +271.0% | -66.8% | +64.4% |
| 5Y | +54.4% | +180.9% | -126.6% | -10.8% |
| All | +579.6% | +1,222.2% | -642.7% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling