+328.7%
WM vs PEG
+155.4%
+173.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.3% |
| 7D | -0.5% | +0.9% | -1.3% | -0.9% |
| 30D | +13.3% | +3.8% | +9.5% | +11.4% |
| 3M | +4.4% | +0.1% | +4.3% | +4.2% |
| 6M | +10.8% | -1.0% | +11.8% | +11.0% |
| YTD | +9.1% | -4.1% | +13.2% | +10.5% |
| 1Y | +19.1% | -6.9% | +26.0% | +22.2% |
| 3Y | +45.7% | +35.6% | +10.0% | +22.4% |
| 5Y | +60.4% | +42.8% | +17.7% | +29.8% |
| 10Y | +328.7% | +160.2% | +168.5% | +181.1% |
| All | +328.7% | +155.4% | +173.3% | +181.1% |
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