+12,506.9%
WAT vs PEG
+1,911.5%
+10,595.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +0.8% | +3.1% |
| 7D | +6.0% | +0.9% | +5.2% | +5.7% |
| 30D | +9.9% | +3.8% | +6.1% | +8.6% |
| 3M | +17.2% | +0.1% | +17.1% | +16.9% |
| 6M | +34.2% | -1.0% | +35.2% | +34.2% |
| YTD | +25.5% | -4.1% | +29.6% | +26.3% |
| 1Y | +28.3% | -6.9% | +35.1% | +30.2% |
| 3Y | +88.4% | +35.6% | +52.7% | +67.6% |
| 5Y | +36.1% | +42.8% | -6.6% | +18.6% |
| 10Y | +234.8% | +160.2% | +74.6% | +140.1% |
| All | +12,506.9% | +1,911.5% | +10,595.4% | +6,152.7% |
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 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