+331.5%
WST vs PENG
+597.2%
-265.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.4% | -10.5% | +0.7% |
| 7D | -3.1% | -19.4% | +16.3% | -1.5% |
| 30D | +9.1% | -42.4% | +51.5% | +14.0% |
| 3M | +14.7% | -25.6% | +40.3% | +16.2% |
| 6M | +28.0% | +7.3% | +20.7% | +21.8% |
| YTD | +45.6% | +113.9% | -68.2% | +27.6% |
| 1Y | +45.7% | +93.6% | -47.9% | +28.7% |
| 3Y | +21.1% | +170.2% | -149.1% | -0.3% |
| 5Y | +0.3% | +44.2% | -43.9% | -15.4% |
| All | +331.5% | +597.2% | -265.7% | +219.9% |
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