+47.6%
WAB vs PENG
+143.7%
-96.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +7.9% | +34.6% | -26.7% | +4.6% |
| 30D | +4.9% | -35.9% | +40.8% | +8.1% |
| 3M | +1.8% | -14.7% | +16.5% | +1.7% |
| 6M | +12.0% | +13.5% | -1.6% | +4.8% |
| YTD | +41.3% | +156.1% | -114.9% | +10.4% |
| All | +47.6% | +143.7% | -96.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling