+51.6%
WCN vs PENG
+227.7%
-176.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +1.2% | +34.6% | -33.4% | +2.1% |
| 30D | +26.4% | -35.9% | +62.4% | +25.9% |
| 3M | +17.5% | -14.7% | +32.2% | +17.3% |
| 6M | +28.7% | +13.5% | +15.2% | +27.5% |
| YTD | +11.5% | +156.1% | -144.6% | +7.4% |
| 1Y | +15.9% | +141.3% | -125.5% | +11.7% |
| All | +51.6% | +227.7% | -176.1% | +35.9% |
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 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