+48.1%
WAT vs PENG
+101.4%
-53.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.8% |
| 7D | -1.3% | +4.5% | -5.8% | -1.9% |
| 30D | +2.3% | -7.1% | +9.5% | +3.0% |
| 3M | +8.7% | -27.3% | +36.0% | +10.9% |
| 6M | +28.3% | +169.6% | -141.3% | +5.8% |
| YTD | +7.8% | +164.6% | -156.8% | -11.3% |
| 1Y | +36.6% | +109.5% | -72.9% | +15.5% |
| All | +48.1% | +101.4% | -53.3% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling