+151.8%
PEG vs WST
+448.5%
-296.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.9% |
| 7D | -2.3% | -3.1% | +0.8% | -1.9% |
| 30D | +1.2% | +9.1% | -7.9% | 0.0% |
| 3M | -2.4% | +14.7% | -17.0% | -4.2% |
| 6M | -6.9% | +28.0% | -34.9% | -10.1% |
| YTD | -7.2% | +45.6% | -52.9% | -12.3% |
| 1Y | -8.9% | +45.7% | -54.5% | -13.9% |
| 3Y | +27.1% | +21.1% | +6.0% | +18.3% |
| 5Y | +33.8% | +0.3% | +33.5% | +25.8% |
| All | +151.8% | +448.5% | -296.7% | +64.0% |
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