+377.2%
WWD vs PENG
+520.3%
-143.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -23.0% | +17.0% | -1.9% |
| 7D | -2.6% | -36.7% | +34.1% | +4.9% |
| 30D | -7.7% | -42.0% | +34.3% | +0.1% |
| 3M | -17.7% | -33.2% | +15.5% | -13.5% |
| 6M | -15.9% | +2.1% | -18.0% | -21.8% |
| YTD | +1.8% | +90.3% | -88.5% | -17.5% |
| 1Y | +17.4% | +67.7% | -50.2% | -2.6% |
| 3Y | +137.1% | +154.2% | -17.1% | +71.8% |
| 5Y | +162.4% | +28.3% | +134.1% | +103.2% |
| All | +377.2% | +520.3% | -143.1% | +197.8% |
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