+14.4%
WCN vs PEGA
-44.4%
+58.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.8% |
| 7D | +6.7% | -2.9% | +9.6% | +6.9% |
| 30D | +24.3% | -0.5% | +24.8% | +24.4% |
| 3M | +16.1% | +8.5% | +7.6% | +15.9% |
| 6M | +19.9% | -6.3% | +26.2% | +19.3% |
| YTD | +10.1% | -42.2% | +52.3% | +11.1% |
| 1Y | +14.4% | -43.4% | +57.9% | +16.7% |
| All | +14.4% | -44.4% | +58.9% | +16.7% |
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