+33.5%
PEG vs WCC
+137.6%
-104.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.5% |
| 7D | +1.0% | +8.5% | -7.5% | +0.1% |
| 30D | -1.9% | -1.0% | -0.9% | -1.9% |
| 3M | -3.7% | +2.1% | -5.8% | -4.2% |
| 6M | -9.4% | +36.8% | -46.3% | -13.3% |
| YTD | -6.0% | +47.7% | -53.7% | -11.2% |
| 1Y | -4.4% | +66.5% | -70.9% | -11.4% |
| 3Y | +33.5% | +134.2% | -100.6% | +13.3% |
| All | +33.5% | +137.6% | -104.1% | +13.3% |
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