+1,047.7%
PEG vs WCC
+1,563.0%
-515.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +4.5% | +9.9% | -5.4% | +3.1% |
| 30D | +7.5% | -8.4% | +16.0% | +8.5% |
| 3M | +0.8% | -10.3% | +11.2% | +1.8% |
| 6M | 0.0% | -10.5% | +10.5% | +0.6% |
| YTD | -3.0% | +32.2% | -35.2% | -8.4% |
| 1Y | -4.7% | +25.5% | -30.3% | -9.4% |
| 3Y | +36.5% | +134.7% | -98.2% | +15.0% |
| 5Y | +44.4% | +139.9% | -95.6% | +18.1% |
| 10Y | +170.2% | +433.5% | -263.2% | +82.8% |
| All | +1,047.7% | +1,563.0% | -515.4% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling