+228.3%
WAT vs PEG
+171.2%
+57.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -1.0% |
| 7D | +0.6% | +4.5% | -3.9% | -1.2% |
| 30D | +5.4% | +7.5% | -2.1% | +2.3% |
| 3M | +11.3% | +0.8% | +10.5% | +10.7% |
| 6M | +37.4% | 0.0% | +37.4% | +36.8% |
| YTD | +21.2% | -3.0% | +24.2% | +21.5% |
| 1Y | +21.3% | -4.7% | +26.1% | +22.6% |
| 3Y | +83.4% | +36.5% | +46.9% | +53.7% |
| 5Y | +29.0% | +44.4% | -15.4% | +4.3% |
| All | +228.3% | +171.2% | +57.1% | +118.5% |
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