+35.6%
PEG vs WWD
+191.3%
-155.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -1.7% | -5.1% | +3.4% | -0.9% |
| 3M | -6.8% | -11.2% | +4.5% | -5.1% |
| 6M | -11.4% | -12.0% | +0.7% | -10.0% |
| YTD | -7.2% | +12.0% | -19.2% | -10.6% |
| 1Y | -6.1% | +42.8% | -48.9% | -14.6% |
| 3Y | +31.8% | +168.9% | -137.2% | +0.8% |
| 5Y | +35.6% | +192.2% | -156.6% | -4.4% |
| All | +35.6% | +191.3% | -155.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling