+2,104.5%
PEG vs WAB
+4,353.8%
-2,249.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | +2.3% | +7.9% | -5.6% | +0.9% |
| 30D | +6.1% | +4.9% | +1.3% | +5.1% |
| 3M | -0.5% | +1.8% | -2.3% | -1.0% |
| 6M | -3.2% | +12.0% | -15.1% | -5.5% |
| YTD | -4.4% | +41.3% | -45.7% | -10.7% |
| 1Y | -7.4% | +43.8% | -51.2% | -13.8% |
| 3Y | +33.9% | +171.1% | -137.1% | +10.4% |
| 5Y | +42.3% | +217.7% | -175.4% | +13.2% |
| 10Y | +166.4% | +272.3% | -106.0% | +96.8% |
| All | +2,104.5% | +4,353.8% | -2,249.4% | +1,027.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling