-8.5%
WCN vs PENG
+118.5%
-126.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -0.8% |
| 7D | -0.6% | +4.5% | -5.2% | -0.4% |
| 30D | +0.4% | -7.1% | +7.5% | +0.2% |
| 3M | +7.3% | -27.3% | +34.6% | +7.2% |
| 6M | -2.5% | +169.6% | -172.1% | -4.4% |
| YTD | -5.4% | +164.6% | -170.0% | -6.8% |
| 1Y | -8.5% | +109.5% | -117.9% | -10.9% |
| All | -8.5% | +118.5% | -126.9% | -10.9% |
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