+63.3%
WM vs PENG
+31.0%
+32.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -23.0% | +24.2% | +0.8% |
| 7D | +4.5% | -36.7% | +41.2% | +3.8% |
| 30D | +16.1% | -42.0% | +58.1% | +15.2% |
| 3M | +8.0% | -33.2% | +41.2% | +7.4% |
| 6M | +8.4% | +2.1% | +6.3% | +6.8% |
| YTD | +11.2% | +90.3% | -79.1% | +7.9% |
| 1Y | +22.3% | +67.7% | -45.3% | +18.9% |
| 3Y | +50.2% | +154.2% | -104.0% | +41.8% |
| 5Y | +63.3% | +28.3% | +35.0% | +55.0% |
| All | +63.3% | +31.0% | +32.3% | +55.0% |
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