+438.4%
WWD vs PENG
+762.7%
-324.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -0.1% |
| 7D | +1.3% | +4.5% | -3.3% | +0.5% |
| 30D | -7.2% | -7.1% | -0.1% | -6.1% |
| 3M | -3.8% | -27.3% | +23.4% | -1.3% |
| 6M | -9.9% | +169.6% | -179.5% | -29.5% |
| YTD | +14.8% | +164.6% | -149.8% | -10.5% |
| 1Y | +42.1% | +109.5% | -67.4% | +15.2% |
| 3Y | +170.8% | +98.9% | +71.9% | +104.7% |
| 5Y | +197.5% | +116.3% | +81.3% | +112.5% |
| All | +438.4% | +762.7% | -324.2% | +223.0% |
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 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