+292.0%
WAB vs PENG
+720.8%
-428.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | -1.4% |
| 7D | +3.1% | +1.9% | +1.3% | +2.2% |
| 30D | +6.4% | -37.8% | +44.2% | +13.3% |
| 3M | +2.2% | -14.1% | +16.3% | +2.3% |
| 6M | +13.7% | +13.1% | +0.6% | +5.0% |
| YTD | +43.0% | +151.8% | -108.8% | +13.1% |
| 1Y | +47.0% | +136.0% | -89.0% | +17.4% |
| 3Y | +174.4% | +217.9% | -43.6% | +97.3% |
| 5Y | +222.2% | +64.1% | +158.1% | +145.3% |
| All | +292.0% | +720.8% | -428.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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