+30.8%
WPM vs PENG
+120.3%
-89.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -2.0% |
| 7D | +3.1% | +1.9% | +1.2% | +2.2% |
| 30D | -1.8% | -37.8% | +35.9% | +3.5% |
| 3M | +1.0% | -14.1% | +15.1% | +1.1% |
| 6M | -5.4% | +13.1% | -18.6% | -14.7% |
| YTD | +15.9% | +151.8% | -135.9% | -16.4% |
| 1Y | +30.8% | +136.0% | -105.2% | -5.0% |
| All | +30.8% | +120.3% | -89.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling