+122.5%
WCC vs PENG
+42.1%
+80.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | -2.0% |
| 7D | -14.7% | -19.4% | +4.8% | -9.1% |
| 30D | -20.1% | -42.4% | +22.3% | -5.7% |
| 3M | -21.2% | -25.6% | +4.5% | -15.8% |
| 6M | -19.2% | +7.3% | -26.4% | -28.2% |
| YTD | +20.2% | +113.9% | -93.6% | -18.1% |
| 1Y | +14.5% | +93.6% | -79.1% | -19.5% |
| 3Y | +115.1% | +170.2% | -55.1% | +21.1% |
| All | +122.5% | +42.1% | +80.4% | +42.6% |
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