+31.3%
PEG vs WST
+16.9%
+14.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.7% |
| 7D | -2.3% | -3.1% | +0.8% | -2.1% |
| 30D | +1.2% | +9.1% | -7.9% | +0.9% |
| 3M | -2.4% | +14.7% | -17.0% | -2.9% |
| 6M | -6.9% | +28.0% | -34.9% | -7.8% |
| YTD | -7.2% | +45.6% | -52.9% | -8.8% |
| 1Y | -8.9% | +45.7% | -54.5% | -10.4% |
| All | +31.3% | +16.9% | +14.3% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling