+37.4%
PEG vs WSM
+175.3%
-137.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -3.7% | -7.7% | +4.0% | -3.1% |
| 3M | -7.3% | +3.8% | -11.0% | -7.6% |
| 6M | -10.5% | +22.7% | -33.2% | -12.2% |
| YTD | -7.5% | +28.0% | -35.5% | -9.8% |
| 1Y | -8.7% | +12.7% | -21.5% | -10.1% |
| 3Y | +31.4% | +231.3% | -199.9% | +15.6% |
| All | +37.4% | +175.3% | -137.9% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling