+53.9%
WM vs PENG
+115.2%
-61.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.7% | -1.2% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | -2.4% | -7.1% | +4.7% | -2.4% |
| 3M | +0.4% | -27.3% | +27.7% | +0.5% |
| 6M | -9.5% | +169.6% | -179.1% | -11.8% |
| YTD | +0.5% | +164.6% | -164.1% | -2.1% |
| 1Y | -1.1% | +109.5% | -110.6% | -3.2% |
| 3Y | +46.0% | +98.9% | -52.9% | +41.0% |
| All | +53.9% | +115.2% | -61.3% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling