+194.8%
WAB vs PENG
+26.4%
+168.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | -2.1% |
| 7D | -2.5% | -36.7% | +34.2% | +3.8% |
| 30D | -4.4% | -42.0% | +37.7% | +2.5% |
| 3M | -5.9% | -33.2% | +27.3% | -2.0% |
| 6M | +5.9% | +2.1% | +3.8% | -1.4% |
| YTD | +30.9% | +90.3% | -59.4% | +7.0% |
| 1Y | +35.8% | +67.7% | -31.9% | +13.4% |
| 3Y | +154.0% | +154.2% | -0.2% | +82.9% |
| All | +194.8% | +26.4% | +168.3% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling