+130.4%
WEC vs PENG
+762.7%
-632.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.8% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | -1.3% | -7.1% | +5.8% | -1.2% |
| 3M | -3.9% | -27.3% | +23.3% | -3.8% |
| 6M | -8.3% | +169.6% | -177.9% | -10.0% |
| YTD | +3.1% | +164.6% | -161.6% | +1.2% |
| 1Y | +1.9% | +109.5% | -107.5% | +0.3% |
| 3Y | +41.9% | +98.9% | -57.0% | +38.6% |
| 5Y | +30.8% | +116.3% | -85.5% | +25.9% |
| All | +130.4% | +762.7% | -632.3% | +116.7% |
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