+442.1%
WCC vs PENG
+720.8%
-278.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.3% | -7.0% | +0.2% |
| 7D | +3.3% | +1.9% | +1.5% | +2.0% |
| 30D | -9.4% | -37.8% | +28.3% | +2.8% |
| 3M | -10.5% | -14.1% | +3.6% | -8.8% |
| 6M | -10.4% | +13.1% | -23.5% | -19.7% |
| YTD | +34.4% | +151.8% | -117.4% | -7.4% |
| 1Y | +27.7% | +136.0% | -108.3% | -10.5% |
| 3Y | +137.9% | +217.9% | -80.0% | +42.7% |
| 5Y | +147.0% | +64.1% | +83.0% | +66.7% |
| All | +442.1% | +720.8% | -278.8% | +165.2% |
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 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