+31.7%
PEG vs WSM
+232.0%
-200.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.1% | +2.6% | -2.7% | -0.3% |
| 30D | -1.7% | -9.3% | +7.5% | -0.9% |
| 3M | -6.8% | +7.1% | -13.9% | -7.4% |
| 6M | -11.4% | +21.7% | -33.1% | -13.0% |
| YTD | -7.2% | +28.7% | -36.0% | -9.5% |
| 1Y | -6.1% | +13.9% | -20.0% | -7.6% |
| All | +31.7% | +232.0% | -200.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling