+46.0%
WCN vs PENG
+184.4%
-138.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -1.0% |
| 7D | +2.9% | -19.4% | +22.4% | +2.5% |
| 30D | +22.1% | -42.4% | +64.5% | +21.0% |
| 3M | +13.2% | -25.6% | +38.8% | +12.4% |
| 6M | +23.7% | +7.3% | +16.4% | +21.4% |
| YTD | +8.7% | +113.9% | -105.1% | +4.1% |
| 1Y | +15.3% | +93.6% | -78.2% | +10.7% |
| 3Y | +46.0% | +170.2% | -124.2% | +29.8% |
| All | +46.0% | +184.4% | -138.4% | +29.8% |
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