+1.0%
WST vs PENG
+56.2%
-55.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.3% | -5.9% | +2.3% |
| 7D | +1.3% | -3.8% | +5.1% | +1.2% |
| 30D | +12.9% | -40.1% | +53.0% | +18.1% |
| 3M | +16.7% | -21.8% | +38.5% | +17.7% |
| 6M | +26.8% | +3.3% | +23.5% | +19.5% |
| YTD | +50.5% | +133.6% | -83.2% | +24.3% |
| 1Y | +52.9% | +110.7% | -57.8% | +27.9% |
| 3Y | +23.9% | +204.3% | -180.4% | -8.4% |
| 5Y | +1.0% | +54.4% | -53.3% | -21.0% |
| All | +1.0% | +56.2% | -55.2% | -21.0% |
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