+53.9%
WM vs PEG
+35.8%
+18.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -2.4% | -2.4% | +0.1% | -1.5% |
| 3M | +0.4% | -4.8% | +5.2% | +2.3% |
| 6M | -9.5% | -10.7% | +1.2% | -5.8% |
| YTD | +0.5% | -6.7% | +7.2% | +2.8% |
| 1Y | -1.1% | -6.8% | +5.8% | +1.0% |
| 3Y | +46.0% | +34.5% | +11.5% | +24.8% |
| All | +53.9% | +35.8% | +18.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling