+2,856.5%
PEG vs WSM
+34,755.7%
-31,899.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | +0.7% | -3.3% | +4.0% | +1.0% |
| 30D | -2.4% | -8.4% | +6.0% | -1.7% |
| 3M | -4.8% | +9.7% | -14.4% | -5.7% |
| 6M | -10.7% | +16.7% | -27.4% | -12.1% |
| YTD | -6.7% | +28.7% | -35.4% | -9.1% |
| 1Y | -6.8% | +13.7% | -20.5% | -8.3% |
| 3Y | +34.5% | +230.1% | -195.6% | +18.3% |
| 5Y | +35.8% | +179.0% | -143.2% | +19.1% |
| 10Y | +141.7% | +1,002.5% | -860.8% | +81.7% |
| All | +2,856.5% | +34,755.7% | -31,899.2% | +1,613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling