+10,726.6%
WAT vs PEG
+1,858.0%
+8,868.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +2.3% | -2.4% | +4.8% | +3.1% |
| 3M | +8.7% | -4.8% | +13.5% | +10.3% |
| 6M | +28.3% | -10.7% | +39.0% | +32.5% |
| YTD | +7.8% | -6.7% | +14.5% | +9.5% |
| 1Y | +36.6% | -6.8% | +43.4% | +38.6% |
| 3Y | +45.7% | +34.5% | +11.2% | +29.9% |
| 5Y | -3.3% | +35.8% | -39.1% | -14.4% |
| 10Y | +162.1% | +141.7% | +20.4% | +92.1% |
| All | +10,726.6% | +1,858.0% | +8,868.5% | +5,323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling