+1,713.7%
WCC vs PEGA
+3,486.9%
-1,773.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.8% | +4.0% |
| 7D | +4.5% | +3.3% | +1.2% | +3.9% |
| 30D | -5.8% | +17.7% | -23.5% | -8.5% |
| 3M | -3.7% | +5.8% | -9.5% | -5.5% |
| 6M | +23.1% | -20.3% | +43.3% | +25.8% |
| YTD | +44.2% | -37.1% | +81.3% | +52.1% |
| 1Y | +62.1% | -30.2% | +92.3% | +67.4% |
| 3Y | +121.1% | +48.1% | +73.0% | +96.5% |
| 5Y | +214.0% | -46.8% | +260.8% | +218.9% |
| 10Y | +472.8% | +191.3% | +281.5% | +358.6% |
| All | +1,713.7% | +3,486.9% | -1,773.2% | +985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling