+134.2%
WCC vs PEGA
+48.1%
+86.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +3.2% |
| 7D | +8.5% | -2.4% | +10.9% | +8.9% |
| 30D | -1.0% | +9.6% | -10.6% | -2.9% |
| 3M | +2.1% | +2.3% | -0.2% | +0.9% |
| 6M | +36.8% | -23.9% | +60.7% | +43.6% |
| YTD | +47.7% | -39.8% | +87.5% | +63.4% |
| 1Y | +66.5% | -37.4% | +103.9% | +80.9% |
| 3Y | +134.2% | +53.1% | +81.0% | +75.9% |
| All | +134.2% | +48.1% | +86.1% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling