+737.7%
WPM vs PENG
+762.7%
-25.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.6% |
| 7D | +1.1% | +4.5% | -3.5% | +0.7% |
| 30D | +26.4% | -7.1% | +33.5% | +26.9% |
| 3M | +20.8% | -27.3% | +48.1% | +22.6% |
| 6M | +1.1% | +169.6% | -168.5% | -9.7% |
| YTD | +32.5% | +164.6% | -132.2% | +18.4% |
| 1Y | +51.5% | +109.5% | -57.9% | +37.7% |
| 3Y | +267.0% | +98.9% | +168.1% | +222.8% |
| 5Y | +250.1% | +116.3% | +133.9% | +198.1% |
| All | +737.7% | +762.7% | -25.0% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling