+33.5%
PEG vs WWD
+164.2%
-130.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -1.9% | -6.4% | +4.5% | -1.0% |
| 3M | -3.7% | -5.6% | +1.9% | -3.3% |
| 6M | -9.4% | -9.1% | -0.3% | -8.8% |
| YTD | -6.0% | +12.5% | -18.5% | -8.8% |
| 1Y | -4.4% | +41.3% | -45.7% | -11.4% |
| 3Y | +33.5% | +170.2% | -136.7% | +2.3% |
| All | +33.5% | +164.2% | -130.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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