+67.4%
PENG vs WSM
+165.0%
-97.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.7% |
| 7D | +34.6% | -3.2% | +37.8% | +36.4% |
| 30D | -35.9% | +4.6% | -40.6% | -37.8% |
| 3M | -14.7% | +2.4% | -17.1% | -16.3% |
| 6M | +13.5% | +43.7% | -30.1% | -5.8% |
| YTD | +156.1% | +42.1% | +114.0% | +114.0% |
| 1Y | +141.3% | +32.3% | +109.1% | +108.2% |
| 3Y | +223.4% | +253.0% | -29.6% | +71.9% |
| 5Y | +67.4% | +161.3% | -93.9% | -2.3% |
| All | +67.4% | +165.0% | -97.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling