+642.9%
WDC vs PEG
+171.2%
+471.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.8% |
| 7D | +12.1% | +4.5% | +7.6% | +9.5% |
| 30D | -18.8% | +7.5% | -26.3% | -22.1% |
| 3M | -39.3% | +0.8% | -40.2% | -39.9% |
| 6M | -40.1% | 0.0% | -40.1% | -40.9% |
| YTD | +71.8% | -3.0% | +74.8% | +72.1% |
| 1Y | +88.5% | -4.7% | +93.2% | +90.6% |
| 3Y | +770.0% | +36.5% | +733.5% | +610.0% |
| 5Y | +549.0% | +44.4% | +504.7% | +398.5% |
| All | +642.9% | +171.2% | +471.6% | +354.3% |
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 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