+393.5%
WWD vs PENG
+597.2%
-203.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.4% | -9.0% | +1.2% |
| 7D | +4.2% | -19.4% | +23.6% | +7.4% |
| 30D | -2.1% | -42.4% | +40.3% | +6.5% |
| 3M | -13.2% | -25.6% | +12.5% | -10.5% |
| 6M | -16.9% | +7.3% | -24.2% | -23.4% |
| YTD | +5.2% | +113.9% | -108.6% | -16.5% |
| 1Y | +20.6% | +93.6% | -73.0% | -2.6% |
| 3Y | +146.3% | +170.2% | -23.9% | +76.7% |
| 5Y | +171.3% | +44.2% | +127.1% | +105.7% |
| All | +393.5% | +597.2% | -203.7% | +201.4% |
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