+225.6%
WCN vs PENG
+597.2%
-371.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.7% | -1.9% |
| 7D | +2.9% | -19.4% | +22.4% | +3.6% |
| 30D | +22.1% | -42.4% | +64.5% | +24.5% |
| 3M | +13.2% | -25.6% | +38.8% | +13.6% |
| 6M | +23.7% | +7.3% | +16.4% | +19.3% |
| YTD | +8.7% | +113.9% | -105.1% | -0.6% |
| 1Y | +15.3% | +93.6% | -78.2% | +6.0% |
| 3Y | +46.0% | +170.2% | -124.2% | +27.2% |
| 5Y | +45.9% | +44.2% | +1.7% | +29.6% |
| All | +225.6% | +597.2% | -371.5% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling