+336.4%
WM vs PEG
+148.6%
+187.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.2% | -2.3% | +3.5% | +2.2% |
| 30D | +13.1% | +1.2% | +11.9% | +12.5% |
| 3M | +3.6% | -2.4% | +6.0% | +4.6% |
| 6M | +8.1% | -6.9% | +14.9% | +11.3% |
| YTD | +8.9% | -7.2% | +16.1% | +12.0% |
| 1Y | +20.3% | -8.9% | +29.2% | +24.6% |
| 3Y | +46.2% | +27.1% | +19.0% | +26.7% |
| 5Y | +59.9% | +33.8% | +26.1% | +33.5% |
| All | +336.4% | +148.6% | +187.8% | +194.5% |
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 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