+266.9%
WST vs PENG
+762.7%
-495.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.5% |
| 7D | +0.7% | +4.5% | -3.8% | +0.3% |
| 30D | -3.1% | -7.1% | +4.0% | -2.6% |
| 3M | +7.2% | -27.3% | +34.5% | +8.8% |
| 6M | +36.8% | +169.6% | -132.8% | +19.0% |
| YTD | +23.8% | +164.6% | -140.8% | +7.7% |
| 1Y | +37.8% | +109.5% | -71.7% | +22.2% |
| 3Y | -15.9% | +98.9% | -114.8% | -28.5% |
| 5Y | -25.8% | +116.3% | -142.1% | -39.0% |
| All | +266.9% | +762.7% | -495.7% | +170.2% |
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