+1,348.4%
PEG vs WCN
+6,839.3%
-5,490.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -2.4% | +0.4% | -2.9% | -2.5% |
| 3M | -4.8% | +7.3% | -12.1% | -6.2% |
| 6M | -10.7% | -2.5% | -8.2% | -10.4% |
| YTD | -6.7% | -5.4% | -1.3% | -6.0% |
| 1Y | -6.8% | -8.5% | +1.6% | -5.6% |
| 3Y | +34.5% | +20.8% | +13.7% | +28.6% |
| 5Y | +35.8% | +30.0% | +5.7% | +27.8% |
| 10Y | +141.7% | +238.4% | -96.7% | +93.4% |
| All | +1,348.4% | +6,839.3% | -5,490.9% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling