+38.2%
PEG vs WCN
+26.9%
+11.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.1% | -1.7% | +1.7% | +0.6% |
| 30D | -1.7% | -3.0% | +1.2% | -0.7% |
| 3M | -6.8% | +2.5% | -9.3% | -7.9% |
| 6M | -11.4% | -5.7% | -5.7% | -9.8% |
| YTD | -7.2% | -7.4% | +0.2% | -5.1% |
| 1Y | -6.1% | -8.6% | +2.5% | -3.6% |
| 3Y | +31.8% | +19.4% | +12.4% | +18.5% |
| All | +38.2% | +26.9% | +11.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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