+143.7%
PEG vs WCC
+518.6%
-374.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -2.8% | -6.1% | +3.3% | -1.9% |
| 3M | -6.9% | +3.1% | -10.0% | -7.9% |
| 6M | -11.4% | +28.2% | -39.6% | -16.0% |
| YTD | -7.4% | +41.1% | -48.5% | -13.9% |
| 1Y | -8.3% | +61.3% | -69.6% | -17.1% |
| 3Y | +31.5% | +123.6% | -92.1% | +8.1% |
| 5Y | +38.0% | +214.8% | -176.8% | +2.2% |
| All | +143.7% | +518.6% | -374.9% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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