+234.7%
WCN vs PEGA
+184.6%
+50.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -3.1% | -3.0% | -0.1% | -2.8% |
| 30D | -3.4% | +15.9% | -19.3% | -5.2% |
| 3M | +3.0% | +10.8% | -7.9% | +1.3% |
| 6M | -3.8% | -16.5% | +12.8% | -2.4% |
| YTD | -8.3% | -39.0% | +30.7% | -3.7% |
| 1Y | -9.7% | -37.3% | +27.5% | -5.8% |
| 3Y | +17.2% | +59.2% | -42.0% | +2.3% |
| 5Y | +25.3% | -44.9% | +70.2% | +32.5% |
| All | +234.7% | +184.6% | +50.1% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling