+260.8%
WPM vs PENG
+115.2%
+145.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.7% |
| 7D | +1.1% | +4.5% | -3.5% | +0.6% |
| 30D | +26.4% | -7.1% | +33.5% | +27.0% |
| 3M | +20.8% | -27.3% | +48.1% | +22.8% |
| 6M | +1.1% | +169.6% | -168.5% | -11.3% |
| YTD | +32.5% | +164.6% | -132.2% | +16.2% |
| 1Y | +51.5% | +109.5% | -57.9% | +35.3% |
| 3Y | +267.0% | +98.9% | +168.1% | +217.8% |
| All | +260.8% | +115.2% | +145.6% | +176.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling