+61.3%
WCC vs PEGA
-37.1%
+98.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.1% |
| 7D | +1.7% | -5.3% | +7.0% | +1.3% |
| 30D | -6.1% | +8.3% | -14.3% | -5.5% |
| 3M | +3.1% | +8.9% | -5.8% | +4.4% |
| 6M | +28.2% | -19.7% | +48.0% | +30.4% |
| YTD | +41.1% | -39.9% | +81.0% | +48.4% |
| 1Y | +61.3% | -36.4% | +97.7% | +66.7% |
| All | +61.3% | -37.1% | +98.4% | +66.7% |
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