+291.1%
WAB vs PENG
+644.0%
-352.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | +4.0% | -16.1% | +20.1% | +6.4% |
| 30D | +6.3% | -41.5% | +47.8% | +14.4% |
| 3M | +3.3% | -19.1% | +22.4% | +4.5% |
| 6M | +14.5% | +0.9% | +13.5% | +7.8% |
| YTD | +42.7% | +128.2% | -85.5% | +14.8% |
| 1Y | +45.2% | +98.6% | -53.4% | +19.4% |
| 3Y | +173.8% | +188.2% | -14.4% | +100.1% |
| 5Y | +223.8% | +55.5% | +168.3% | +148.8% |
| All | +291.1% | +644.0% | -352.9% | +175.9% |
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