+33.6%
PEG vs WCC
+138.4%
-104.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.9% | -0.8% |
| 7D | +1.5% | +3.3% | -1.9% | +1.0% |
| 30D | +5.0% | -9.4% | +14.4% | +5.7% |
| 3M | -0.3% | -10.5% | +10.2% | +0.4% |
| 6M | -2.7% | -10.4% | +7.7% | -2.2% |
| YTD | -5.1% | +34.4% | -39.5% | -9.6% |
| 1Y | -8.3% | +27.7% | -35.9% | -12.2% |
| All | +33.6% | +138.4% | -104.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling