+534.2%
WCC vs PEGA
+170.9%
+363.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | +6.8% | -6.1% | +12.9% | +8.8% |
| 30D | -3.0% | +6.4% | -9.4% | -5.3% |
| 3M | +0.2% | +2.9% | -2.7% | -2.8% |
| 6M | +33.2% | -23.8% | +57.0% | +41.2% |
| YTD | +45.8% | -41.1% | +86.9% | +66.0% |
| 1Y | +68.4% | -38.2% | +106.6% | +86.6% |
| 3Y | +131.1% | +49.8% | +81.3% | +69.5% |
| 5Y | +225.6% | -48.0% | +273.6% | +254.2% |
| 10Y | +534.2% | +173.1% | +361.0% | +268.1% |
| All | +534.2% | +170.9% | +363.3% | +268.1% |
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