+195.5%
WEC vs PEG
+171.2%
+24.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.8% |
| 7D | +1.5% | +4.5% | -3.0% | -1.4% |
| 30D | +10.2% | +7.5% | +2.6% | +5.1% |
| 3M | +7.6% | +0.8% | +6.7% | +6.9% |
| 6M | +6.6% | 0.0% | +6.6% | +6.6% |
| YTD | +14.4% | -3.0% | +17.4% | +16.3% |
| 1Y | +8.8% | -4.7% | +13.6% | +11.9% |
| 3Y | +63.3% | +36.5% | +26.9% | +27.8% |
| 5Y | +56.0% | +44.4% | +11.6% | +17.3% |
| All | +195.5% | +171.2% | +24.2% | +38.3% |
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