+264.5%
WAB vs PENG
+762.7%
-498.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | -0.3% |
| 7D | -3.2% | +4.5% | -7.8% | -3.9% |
| 30D | -4.4% | -7.1% | +2.7% | -3.6% |
| 3M | +7.9% | -27.3% | +35.1% | +10.6% |
| 6M | +8.7% | +169.6% | -160.9% | -12.7% |
| YTD | +33.0% | +164.6% | -131.6% | +6.6% |
| 1Y | +46.7% | +109.5% | -62.8% | +21.6% |
| 3Y | +153.0% | +98.9% | +54.1% | +96.6% |
| 5Y | +222.3% | +116.3% | +106.0% | +138.3% |
| All | +264.5% | +762.7% | -498.1% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling