+1,004.6%
PEG vs WCC
+1,713.7%
-709.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.7% |
| 7D | +0.7% | +4.5% | -3.8% | 0.0% |
| 30D | -2.4% | -5.8% | +3.4% | -1.7% |
| 3M | -4.8% | -3.7% | -1.1% | -4.8% |
| 6M | -10.7% | +23.1% | -33.7% | -14.1% |
| YTD | -6.7% | +44.2% | -50.8% | -12.5% |
| 1Y | -6.8% | +62.1% | -68.9% | -14.5% |
| 3Y | +34.5% | +121.1% | -86.6% | +14.8% |
| 5Y | +35.8% | +214.0% | -178.2% | +7.2% |
| 10Y | +141.7% | +472.8% | -331.1% | +62.4% |
| All | +1,004.6% | +1,713.7% | -709.1% | +483.5% |
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 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