+231.4%
WAT vs PEG
+161.7%
+69.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | +9.0% | +5.0% | +4.0% | +6.8% |
| 3M | +13.5% | -0.3% | +13.8% | +13.4% |
| 6M | +35.3% | -2.7% | +37.9% | +36.2% |
| YTD | +24.0% | -5.1% | +29.1% | +25.4% |
| 1Y | +22.0% | -8.3% | +30.2% | +25.1% |
| 3Y | +84.0% | +33.0% | +51.0% | +55.9% |
| 5Y | +34.4% | +41.3% | -6.9% | +9.6% |
| 10Y | +231.4% | +164.5% | +66.9% | +123.0% |
| All | +231.4% | +161.7% | +69.7% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling