-1.3%
WST vs PENG
+65.6%
-66.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +4.9% | +34.6% | -29.7% | +1.4% |
| 30D | +10.7% | -35.9% | +46.6% | +15.0% |
| 3M | +16.8% | -14.7% | +31.5% | +16.7% |
| 6M | +32.0% | +13.5% | +18.4% | +23.0% |
| YTD | +49.9% | +156.1% | -106.2% | +22.6% |
| 1Y | +50.6% | +141.3% | -90.7% | +24.0% |
| 3Y | +21.4% | +223.4% | -202.0% | -10.6% |
| All | -1.3% | +65.6% | -66.9% | -23.6% |
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