+167.9%
WAT vs PEG
+139.0%
+28.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -1.7% | -1.7% | +0.1% | -1.1% |
| 3M | +9.1% | -6.8% | +15.8% | +12.0% |
| 6M | +32.4% | -11.4% | +43.8% | +38.4% |
| YTD | +6.6% | -7.2% | +13.8% | +9.0% |
| 1Y | +34.7% | -6.1% | +40.8% | +36.6% |
| 3Y | +53.6% | +31.8% | +21.8% | +30.9% |
| 5Y | -4.1% | +35.6% | -39.7% | -20.1% |
| 10Y | +167.9% | +148.7% | +19.1% | +85.9% |
| All | +167.9% | +139.0% | +28.8% | +85.9% |
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