+2,308.4%
PEG vs WWD
+14,675.7%
-12,367.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.6% |
| 7D | +4.5% | +4.0% | +0.5% | +3.7% |
| 30D | +7.5% | +0.4% | +7.1% | +7.2% |
| 3M | +0.8% | -7.9% | +8.8% | +2.1% |
| 6M | 0.0% | -10.6% | +10.7% | +1.4% |
| YTD | -3.0% | +9.4% | -12.4% | -6.0% |
| 1Y | -4.7% | +25.7% | -30.5% | -10.3% |
| 3Y | +36.5% | +148.5% | -112.1% | +11.1% |
| 5Y | +44.4% | +189.5% | -145.2% | +12.6% |
| 10Y | +170.2% | +451.8% | -281.5% | +79.1% |
| All | +2,308.4% | +14,675.7% | -12,367.3% | +1,012.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling