-4.1%
WAT vs PEG
+32.7%
-36.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -1.7% | -2.6% | +0.9% | -0.9% |
| 3M | +9.1% | -7.6% | +16.7% | +11.9% |
| 6M | +32.4% | -12.2% | +44.6% | +37.9% |
| YTD | +6.6% | -8.1% | +14.6% | +8.8% |
| 1Y | +34.7% | -7.0% | +41.7% | +36.5% |
| 3Y | +53.6% | +30.6% | +23.0% | +29.4% |
| 5Y | -4.1% | +34.4% | -38.5% | -22.3% |
| All | -4.1% | +32.7% | -36.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling