+155.2%
WAT vs PENG
+520.3%
-365.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -23.0% | +19.9% | +0.1% |
| 7D | -5.6% | -36.7% | +31.1% | 0.0% |
| 30D | +3.8% | -42.0% | +45.8% | +10.7% |
| 3M | +13.3% | -33.2% | +46.5% | +17.6% |
| 6M | +32.2% | +2.1% | +30.1% | +24.2% |
| YTD | +19.3% | +90.3% | -71.0% | +1.0% |
| 1Y | +21.8% | +67.7% | -45.9% | +4.9% |
| 3Y | +73.9% | +154.2% | -80.3% | +34.8% |
| 5Y | +32.1% | +28.3% | +3.8% | +7.2% |
| All | +155.2% | +520.3% | -365.1% | +70.2% |
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 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