+35.3%
WAT vs PEG
+41.8%
-6.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +3.4% | +2.6% | +0.8% | +2.6% |
| 30D | +9.6% | +3.3% | +6.3% | +8.4% |
| 3M | +15.5% | +1.1% | +14.4% | +14.9% |
| 6M | +33.9% | -1.4% | +35.3% | +34.1% |
| YTD | +25.2% | -4.6% | +29.8% | +26.2% |
| 1Y | +26.3% | -7.2% | +33.5% | +28.7% |
| 3Y | +85.8% | +33.7% | +52.1% | +54.4% |
| 5Y | +35.3% | +40.8% | -5.5% | +7.7% |
| All | +35.3% | +41.8% | -6.5% | +7.7% |
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