+8.8%
WEC vs PEG
-5.8%
+14.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.9% |
| 7D | +1.5% | +4.5% | -3.0% | -1.5% |
| 30D | +10.2% | +7.5% | +2.6% | +5.0% |
| 3M | +7.6% | +0.8% | +6.7% | +6.9% |
| 6M | +6.6% | 0.0% | +6.6% | +6.9% |
| YTD | +14.4% | -3.0% | +17.4% | +17.0% |
| 1Y | +8.8% | -4.7% | +13.6% | +12.5% |
| All | +8.8% | -5.8% | +14.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling