+4,464.3%
WEC vs PEG
+3,024.2%
+1,440.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +2.3% | +4.5% | -2.2% | 0.0% |
| 30D | +11.1% | +7.5% | +3.5% | +7.1% |
| 3M | +8.4% | +0.8% | +7.6% | +7.9% |
| 6M | +7.5% | 0.0% | +7.5% | +7.5% |
| YTD | +15.3% | -3.0% | +18.4% | +17.0% |
| 1Y | +9.7% | -4.7% | +14.5% | +12.3% |
| 3Y | +64.7% | +36.5% | +28.2% | +38.3% |
| 5Y | +57.3% | +44.4% | +12.9% | +28.7% |
| 10Y | +195.9% | +170.2% | +25.7% | +77.2% |
| All | +4,464.3% | +3,024.2% | +1,440.1% | +819.3% |
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 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