+22.3%
WCC vs PENG
+103.2%
-80.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | -9.9% | -16.1% | +6.1% | -5.6% |
| 30D | -13.4% | -41.5% | +28.1% | -0.6% |
| 3M | -13.5% | -19.1% | +5.6% | -10.4% |
| 6M | -10.6% | +0.9% | -11.5% | -17.7% |
| YTD | +30.1% | +128.2% | -98.1% | -12.8% |
| 1Y | +22.3% | +98.6% | -76.3% | -14.1% |
| All | +22.3% | +103.2% | -80.9% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling