+18.9%
WST vs PENG
+153.0%
-134.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -2.3% |
| 7D | -5.8% | -36.7% | +30.9% | -3.0% |
| 30D | +5.3% | -42.0% | +47.4% | +8.8% |
| 3M | +11.8% | -33.2% | +45.0% | +13.7% |
| 6M | +26.7% | +2.1% | +24.6% | +19.7% |
| YTD | +43.0% | +90.3% | -47.3% | +24.3% |
| 1Y | +38.9% | +67.7% | -28.8% | +22.1% |
| All | +18.9% | +153.0% | -134.2% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling