+157.7%
WAT vs PENG
+597.2%
-439.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | -0.7% |
| 7D | -1.1% | -19.4% | +18.3% | +1.3% |
| 30D | +5.0% | -42.4% | +47.3% | +12.1% |
| 3M | +14.5% | -25.6% | +40.1% | +16.9% |
| 6M | +30.9% | +7.3% | +23.6% | +22.2% |
| YTD | +20.5% | +113.9% | -93.4% | +0.2% |
| 1Y | +23.3% | +93.6% | -70.3% | +3.9% |
| 3Y | +81.5% | +170.2% | -88.7% | +39.5% |
| 5Y | +33.4% | +44.2% | -10.8% | +6.4% |
| All | +157.7% | +597.2% | -439.4% | +68.9% |
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