+206.9%
PENG vs WSM
+260.3%
-53.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -6.9% | -6.1% |
| 7D | +13.2% | 0.0% | +13.2% | +13.2% |
| 30D | -29.9% | +5.1% | -35.0% | -31.9% |
| 3M | -22.2% | +5.1% | -27.3% | -24.6% |
| 6M | -1.9% | +48.6% | -50.5% | -19.9% |
| YTD | +142.1% | +44.2% | +97.9% | +100.9% |
| 1Y | +151.5% | +38.1% | +113.4% | +112.4% |
| 3Y | +206.9% | +257.2% | -50.3% | +92.4% |
| All | +206.9% | +260.3% | -53.3% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling