+294.7%
WM vs PENG
+705.8%
-411.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +1.9% |
| 7D | +5.9% | -20.5% | +26.4% | +6.6% |
| 30D | +15.4% | -20.4% | +35.8% | +15.9% |
| 3M | +6.3% | -16.4% | +22.8% | +6.4% |
| 6M | +5.6% | +49.2% | -43.6% | +1.3% |
| YTD | +9.9% | +147.2% | -137.3% | +2.2% |
| 1Y | +20.8% | +124.7% | -103.8% | +12.8% |
| 3Y | +48.5% | +230.3% | -181.7% | +31.9% |
| 5Y | +60.6% | +71.4% | -10.8% | +45.1% |
| All | +294.7% | +705.8% | -411.2% | +228.8% |
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