+35.7%
PEG vs WST
-25.8%
+61.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -1.9% | -4.6% | +2.7% | -1.5% |
| 3M | -3.7% | +5.7% | -9.4% | -4.2% |
| 6M | -9.4% | +37.6% | -47.0% | -12.3% |
| YTD | -6.0% | +23.0% | -29.0% | -8.1% |
| 1Y | -4.4% | +33.8% | -38.2% | -7.5% |
| 3Y | +33.5% | -13.4% | +46.9% | +32.7% |
| 5Y | +35.7% | -27.0% | +62.7% | +28.0% |
| All | +35.7% | -25.8% | +61.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling