+313.2%
WMB vs PEG
+139.0%
+174.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.6% | -1.7% | +6.3% | +5.7% |
| 3M | +5.7% | -6.8% | +12.5% | +9.9% |
| 6M | +4.2% | -11.4% | +15.6% | +11.1% |
| YTD | +26.8% | -7.2% | +34.1% | +31.7% |
| 1Y | +34.7% | -6.1% | +40.8% | +38.5% |
| 3Y | +146.8% | +31.8% | +115.0% | +108.5% |
| 5Y | +285.0% | +35.6% | +249.4% | +215.5% |
| 10Y | +313.2% | +148.7% | +164.5% | +160.9% |
| All | +313.2% | +139.0% | +174.2% | +160.9% |
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