+46.2%
WM vs PEG
+25.9%
+20.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | +13.1% | +1.2% | +11.9% | +12.7% |
| 3M | +3.6% | -2.4% | +6.0% | +4.2% |
| 6M | +8.1% | -6.9% | +14.9% | +10.2% |
| YTD | +8.9% | -7.2% | +16.1% | +10.9% |
| 1Y | +20.3% | -8.9% | +29.2% | +23.1% |
| 3Y | +46.2% | +27.1% | +19.0% | +39.4% |
| All | +46.2% | +25.9% | +20.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling