+2,856.5%
PEG vs WST
+12,330.1%
-9,473.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | -2.4% | -3.1% | +0.7% | -1.9% |
| 3M | -4.8% | +7.2% | -12.0% | -6.0% |
| 6M | -10.7% | +36.8% | -47.5% | -15.6% |
| YTD | -6.7% | +23.8% | -30.5% | -10.5% |
| 1Y | -6.8% | +37.8% | -44.6% | -12.6% |
| 3Y | +34.5% | -15.9% | +50.4% | +31.7% |
| 5Y | +35.8% | -25.8% | +61.6% | +33.1% |
| 10Y | +141.7% | +319.6% | -177.9% | +66.6% |
| All | +2,856.5% | +12,330.1% | -9,473.6% | +1,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling