+1,536.7%
WCC vs PEGA
+2,929.9%
-1,393.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -9.9% | -8.2% | -1.7% | -8.7% |
| 30D | -13.4% | -11.6% | -1.8% | -11.9% |
| 3M | -13.5% | -4.2% | -9.3% | -13.5% |
| 6M | -10.6% | -12.0% | +1.4% | -10.3% |
| YTD | +30.1% | -46.9% | +77.0% | +40.4% |
| 1Y | +22.3% | -47.0% | +69.3% | +32.0% |
| 3Y | +130.3% | +40.9% | +89.4% | +105.3% |
| 5Y | +144.5% | -45.4% | +189.9% | +146.7% |
| 10Y | +431.8% | +95.9% | +335.9% | +348.9% |
| All | +1,536.7% | +2,929.9% | -1,393.2% | +901.9% |
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 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