+610.5%
WPM vs PENG
+689.3%
-78.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.2% |
| 7D | -3.6% | +13.2% | -16.8% | -4.7% |
| 30D | +1.4% | -29.9% | +31.4% | +4.0% |
| 3M | -0.2% | -22.2% | +22.1% | +0.9% |
| 6M | -7.3% | -1.9% | -5.4% | -9.7% |
| YTD | +12.3% | +142.1% | -129.8% | +0.2% |
| 1Y | +24.9% | +151.5% | -126.6% | +10.9% |
| 3Y | +210.4% | +206.9% | +3.4% | +164.7% |
| 5Y | +210.4% | +58.2% | +152.1% | +169.0% |
| All | +610.5% | +689.3% | -78.8% | +451.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling