+167.5%
PEG vs WAB
+266.7%
-99.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.7% |
| 7D | +4.5% | +5.1% | -0.6% | +3.2% |
| 30D | +7.5% | +4.0% | +3.5% | +6.3% |
| 3M | +0.8% | +0.1% | +0.7% | +0.6% |
| 6M | 0.0% | +12.8% | -12.8% | -3.6% |
| YTD | -3.0% | +40.1% | -43.1% | -11.9% |
| 1Y | -4.7% | +46.4% | -51.1% | -14.5% |
| 3Y | +36.5% | +167.4% | -130.9% | +3.4% |
| 5Y | +44.4% | +215.0% | -170.7% | +3.4% |
| All | +167.5% | +266.7% | -99.2% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling