-1.5%
WST vs PENG
+31.0%
-32.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -1.5% |
| 7D | -5.8% | -36.7% | +30.9% | -1.6% |
| 30D | +5.3% | -42.0% | +47.4% | +10.5% |
| 3M | +11.8% | -33.2% | +45.0% | +14.7% |
| 6M | +26.7% | +2.1% | +24.6% | +18.5% |
| YTD | +43.0% | +90.3% | -47.3% | +20.8% |
| 1Y | +38.9% | +67.7% | -28.8% | +19.3% |
| 3Y | +18.2% | +154.2% | -136.1% | -11.1% |
| 5Y | -1.5% | +28.3% | -29.8% | -21.3% |
| All | -1.5% | +31.0% | -32.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling