+60.6%
WM vs PENG
+72.0%
-11.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +1.5% |
| 7D | +5.9% | -20.5% | +26.4% | +5.6% |
| 30D | +15.4% | -20.4% | +35.8% | +15.1% |
| 3M | +6.3% | -16.4% | +22.8% | +6.2% |
| 6M | +5.6% | +49.2% | -43.6% | +4.2% |
| YTD | +9.9% | +147.2% | -137.3% | +7.1% |
| 1Y | +20.8% | +124.7% | -103.8% | +17.9% |
| 3Y | +48.5% | +230.3% | -181.7% | +40.7% |
| 5Y | +60.6% | +71.4% | -10.8% | +52.6% |
| All | +60.6% | +72.0% | -11.4% | +52.6% |
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