+258.9%
WAB vs PENG
+520.3%
-261.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | -1.9% |
| 7D | -2.5% | -36.7% | +34.2% | +4.2% |
| 30D | -4.4% | -42.0% | +37.7% | +2.9% |
| 3M | -5.9% | -33.2% | +27.3% | -1.8% |
| 6M | +5.9% | +2.1% | +3.8% | -0.8% |
| YTD | +30.9% | +90.3% | -59.4% | +8.5% |
| 1Y | +35.8% | +67.7% | -31.9% | +14.9% |
| 3Y | +154.0% | +154.2% | -0.2% | +89.4% |
| 5Y | +203.9% | +28.3% | +175.6% | +141.1% |
| All | +258.9% | +520.3% | -261.4% | +161.0% |
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