+323.6%
WST vs PENG
+520.3%
-196.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -23.0% | +19.0% | -1.8% |
| 7D | -5.8% | -36.7% | +30.9% | -2.0% |
| 30D | +5.3% | -42.0% | +47.4% | +9.9% |
| 3M | +11.8% | -33.2% | +45.0% | +14.5% |
| 6M | +26.7% | +2.1% | +24.6% | +21.1% |
| YTD | +43.0% | +90.3% | -47.3% | +26.7% |
| 1Y | +38.9% | +67.7% | -28.8% | +24.5% |
| 3Y | +18.2% | +154.2% | -136.1% | -2.2% |
| 5Y | -1.5% | +28.3% | -29.8% | -16.0% |
| All | +323.6% | +520.3% | -196.7% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling