+110.6%
WCC vs PENG
+153.0%
-42.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -23.0% | +13.5% | -2.4% |
| 7D | -21.9% | -36.7% | +14.8% | -10.7% |
| 30D | -25.4% | -42.0% | +16.6% | -13.6% |
| 3M | -23.1% | -33.2% | +10.1% | -15.3% |
| 6M | -18.1% | +2.1% | -20.2% | -25.1% |
| YTD | +17.7% | +90.3% | -72.6% | -13.8% |
| 1Y | +12.4% | +67.7% | -55.3% | -14.5% |
| All | +110.6% | +153.0% | -42.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling