+115.1%
WCC vs PEGA
+43.6%
+71.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.7% |
| 7D | -14.7% | -4.5% | -10.2% | -14.1% |
| 30D | -20.1% | -5.7% | -14.4% | -19.6% |
| 3M | -21.2% | +2.7% | -23.8% | -22.2% |
| 6M | -19.2% | -10.5% | -8.6% | -18.8% |
| YTD | +20.2% | -45.4% | +65.7% | +33.9% |
| 1Y | +14.5% | -44.7% | +59.2% | +27.0% |
| 3Y | +115.1% | +45.7% | +69.5% | +71.7% |
| All | +115.1% | +43.6% | +71.6% | +71.7% |
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 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