+30.8%
WAT vs PENG
+42.1%
-11.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.4% | -11.4% | -0.8% |
| 7D | -1.1% | -19.4% | +18.3% | +1.3% |
| 30D | +5.0% | -42.4% | +47.3% | +12.3% |
| 3M | +14.5% | -25.6% | +40.1% | +16.9% |
| 6M | +30.9% | +7.3% | +23.6% | +20.3% |
| YTD | +20.5% | +113.9% | -93.4% | -3.2% |
| 1Y | +23.3% | +93.6% | -70.3% | +0.5% |
| 3Y | +81.5% | +170.2% | -88.7% | +31.2% |
| All | +30.8% | +42.1% | -11.3% | -4.2% |
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