+227.3%
WCN vs PENG
+661.7%
-434.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.7% | +0.1% |
| 7D | +1.2% | -3.8% | +5.0% | +1.1% |
| 30D | +24.6% | -40.1% | +64.7% | +26.9% |
| 3M | +14.2% | -21.8% | +36.0% | +14.4% |
| 6M | +25.7% | +3.3% | +22.4% | +21.9% |
| YTD | +9.3% | +133.6% | -124.4% | -0.5% |
| 1Y | +15.3% | +110.7% | -95.4% | +5.6% |
| 3Y | +48.6% | +204.3% | -155.7% | +28.6% |
| 5Y | +46.9% | +54.4% | -7.4% | +30.2% |
| All | +227.3% | +661.7% | -434.4% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling