+431.8%
WCC vs PEGA
+92.7%
+339.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -9.9% | -8.2% | -1.7% | -7.7% |
| 30D | -13.4% | -11.6% | -1.8% | -10.6% |
| 3M | -13.5% | -4.2% | -9.3% | -13.7% |
| 6M | -10.6% | -12.0% | +1.4% | -10.2% |
| YTD | +30.1% | -46.9% | +77.0% | +51.5% |
| 1Y | +22.3% | -47.0% | +69.3% | +42.4% |
| 3Y | +130.3% | +40.9% | +89.4% | +69.1% |
| 5Y | +144.5% | -45.4% | +189.9% | +154.3% |
| 10Y | +431.8% | +95.9% | +335.9% | +259.6% |
| All | +431.8% | +92.7% | +339.1% | +259.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling