+195.3%
WWD vs PENG
+68.7%
+126.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | -0.4% |
| 7D | +3.7% | +1.9% | +1.9% | +2.9% |
| 30D | +1.8% | -37.8% | +39.6% | +8.5% |
| 3M | -5.0% | -14.1% | +9.1% | -4.6% |
| 6M | -8.4% | +13.1% | -21.5% | -16.1% |
| YTD | +12.3% | +151.8% | -139.5% | -13.8% |
| 1Y | +26.2% | +136.0% | -109.7% | -1.9% |
| 3Y | +154.6% | +217.9% | -63.4% | +75.0% |
| 5Y | +195.3% | +64.1% | +131.2% | +110.6% |
| All | +195.3% | +68.7% | +126.6% | +110.6% |
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