+45.2%
WAB vs PEGA
-46.9%
+92.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.9% |
| 7D | +4.0% | -8.2% | +12.2% | +3.0% |
| 30D | +6.3% | -11.6% | +17.9% | +4.9% |
| 3M | +3.3% | -4.2% | +7.4% | +3.0% |
| 6M | +14.5% | -12.0% | +26.5% | +15.5% |
| YTD | +42.7% | -46.9% | +89.6% | +46.9% |
| 1Y | +45.2% | -47.0% | +92.2% | +49.6% |
| All | +45.2% | -46.9% | +92.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling