+638.5%
WPM vs PENG
+644.0%
-5.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -4.9% |
| 7D | +16.4% | -16.1% | +32.4% | +17.6% |
| 30D | -1.5% | -41.5% | +40.0% | +2.8% |
| 3M | +2.6% | -19.1% | +21.7% | +3.3% |
| 6M | -1.3% | +0.9% | -2.3% | -4.1% |
| YTD | +16.8% | +128.2% | -111.5% | +4.7% |
| 1Y | +34.1% | +98.6% | -64.5% | +21.6% |
| 3Y | +225.1% | +188.2% | +36.9% | +179.1% |
| 5Y | +234.5% | +55.5% | +179.0% | +190.7% |
| All | +638.5% | +644.0% | -5.5% | +476.6% |
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 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