+26,336.4%
WM vs PEG
+2,907.1%
+23,429.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -2.4% | -2.4% | +0.1% | -1.6% |
| 3M | +0.4% | -4.8% | +5.2% | +2.1% |
| 6M | -9.5% | -10.7% | +1.2% | -6.1% |
| YTD | +0.5% | -6.7% | +7.2% | +2.6% |
| 1Y | -1.1% | -6.8% | +5.8% | +0.9% |
| 3Y | +46.0% | +34.5% | +11.5% | +29.7% |
| 5Y | +51.8% | +35.8% | +16.1% | +33.7% |
| 10Y | +307.5% | +141.7% | +165.8% | +193.3% |
| All | +26,336.4% | +2,907.1% | +23,429.3% | +7,960.7% |
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