+142.2%
WCC vs PENG
+56.5%
+85.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +0.2% |
| 7D | +9.9% | +13.2% | -3.3% | +5.3% |
| 30D | -8.4% | -29.9% | +21.5% | +1.4% |
| 3M | -10.3% | -22.2% | +11.9% | -5.6% |
| 6M | -10.5% | -1.9% | -8.6% | -17.4% |
| YTD | +32.2% | +142.1% | -110.0% | -13.7% |
| 1Y | +25.5% | +151.5% | -126.0% | -19.2% |
| 3Y | +134.7% | +206.9% | -72.2% | +26.4% |
| All | +142.2% | +56.5% | +85.7% | +47.5% |
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