+154.8%
WEC vs PENG
+661.7%
-506.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.3% | -8.1% | +1.1% |
| 7D | +0.2% | -3.8% | +4.0% | +0.2% |
| 30D | +12.9% | -40.1% | +53.0% | +13.3% |
| 3M | +9.8% | -21.8% | +31.6% | +9.8% |
| 6M | +6.7% | +3.3% | +3.4% | +6.1% |
| YTD | +14.0% | +133.6% | -119.7% | +11.8% |
| 1Y | +7.3% | +110.7% | -103.4% | +5.4% |
| 3Y | +63.8% | +204.3% | -140.5% | +58.3% |
| 5Y | +54.8% | +54.4% | +0.4% | +49.6% |
| All | +154.8% | +661.7% | -506.9% | +139.5% |
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