+5,601.1%
WAB vs PEGA
+1,209.2%
+4,391.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -3.2% | +3.3% | -6.5% | -3.6% |
| 30D | -4.4% | +17.7% | -22.2% | -6.3% |
| 3M | +7.9% | +5.8% | +2.1% | +6.4% |
| 6M | +8.7% | -20.3% | +29.0% | +10.4% |
| YTD | +33.0% | -37.1% | +70.1% | +38.0% |
| 1Y | +46.7% | -30.2% | +76.9% | +49.8% |
| 3Y | +153.0% | +48.1% | +104.9% | +131.1% |
| 5Y | +222.3% | -46.8% | +269.1% | +222.0% |
| 10Y | +291.0% | +191.3% | +99.7% | +222.2% |
| All | +5,601.1% | +1,209.2% | +4,391.8% | +3,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling