+36.6%
WAT vs PEG
-7.0%
+43.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.2% |
| 30D | +2.3% | -2.4% | +4.8% | +2.3% |
| 3M | +8.7% | -4.8% | +13.5% | +8.7% |
| 6M | +28.3% | -10.7% | +39.0% | +27.7% |
| YTD | +7.8% | -6.7% | +14.5% | +7.7% |
| 1Y | +36.6% | -6.8% | +43.4% | +37.4% |
| All | +36.6% | -7.0% | +43.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling