+51.2%
WST vs PENG
+132.5%
-81.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.3% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | +12.4% | -37.8% | +50.2% | +14.1% |
| 3M | +17.6% | -14.1% | +31.7% | +17.2% |
| 6M | +28.3% | +13.1% | +15.1% | +19.7% |
| YTD | +50.5% | +151.8% | -101.3% | +18.1% |
| All | +51.2% | +132.5% | -81.3% | +19.7% |
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