+42.2%
WPM vs PENG
+88.9%
-46.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +12.4% | -9.5% | +1.5% |
| 7D | +16.9% | -19.4% | +36.4% | +18.9% |
| 30D | +2.0% | -42.4% | +44.4% | +8.4% |
| 3M | +8.9% | -25.6% | +34.6% | +11.0% |
| 6M | +1.6% | +7.3% | -5.7% | -8.7% |
| YTD | +16.5% | +113.9% | -97.4% | -12.8% |
| 1Y | +42.2% | +93.6% | -51.4% | +7.7% |
| All | +42.2% | +88.9% | -46.7% | +7.7% |
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