+148.7%
PEG vs WST
+325.7%
-177.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.1% | -1.7% | +1.6% | +0.1% |
| 30D | -1.7% | -4.3% | +2.6% | -1.2% |
| 3M | -6.8% | +0.7% | -7.5% | -7.0% |
| 6M | -11.4% | +36.0% | -47.4% | -15.2% |
| YTD | -7.2% | +22.7% | -30.0% | -10.2% |
| 1Y | -6.1% | +34.1% | -40.2% | -10.5% |
| 3Y | +31.8% | -13.6% | +45.3% | +29.8% |
| 5Y | +35.6% | -26.0% | +61.6% | +34.0% |
| 10Y | +148.7% | +335.8% | -187.1% | +73.5% |
| All | +148.7% | +325.7% | -177.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling