+35.6%
PEG vs WCC
+228.2%
-192.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.1% | +6.8% | -6.9% | -0.9% |
| 30D | -1.7% | -3.0% | +1.3% | -1.5% |
| 3M | -6.8% | +0.2% | -7.0% | -7.2% |
| 6M | -11.4% | +33.2% | -44.5% | -15.3% |
| YTD | -7.2% | +45.8% | -53.0% | -12.8% |
| 1Y | -6.1% | +68.4% | -74.5% | -13.9% |
| 3Y | +31.8% | +131.1% | -99.4% | +12.0% |
| 5Y | +35.6% | +225.6% | -190.0% | +7.9% |
| All | +35.6% | +228.2% | -192.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling