+36.1%
WAT vs PENG
+56.2%
-20.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.3% | -5.1% | +2.8% |
| 7D | +6.0% | -3.8% | +9.8% | +5.9% |
| 30D | +9.9% | -40.1% | +50.0% | +16.9% |
| 3M | +17.2% | -21.8% | +39.0% | +18.8% |
| 6M | +34.2% | +3.3% | +30.9% | +24.9% |
| YTD | +25.5% | +133.6% | -108.1% | -0.5% |
| 1Y | +28.3% | +110.7% | -82.4% | +3.3% |
| 3Y | +88.4% | +204.3% | -115.9% | +33.7% |
| 5Y | +36.1% | +54.4% | -18.2% | -1.1% |
| All | +36.1% | +56.2% | -20.1% | -1.1% |
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