+6,581.2%
WCN vs PEGA
+581.9%
+5,999.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -0.6% | +3.3% | -3.9% | -0.9% |
| 30D | +0.4% | +17.7% | -17.3% | -1.0% |
| 3M | +7.3% | +5.8% | +1.5% | +6.5% |
| 6M | -2.5% | -20.3% | +17.8% | -1.2% |
| YTD | -5.4% | -37.1% | +31.8% | -2.6% |
| 1Y | -8.5% | -30.2% | +21.7% | -6.8% |
| 3Y | +20.8% | +48.1% | -27.3% | +13.1% |
| 5Y | +30.0% | -46.8% | +76.8% | +29.9% |
| 10Y | +238.4% | +191.3% | +47.1% | +192.4% |
| All | +6,581.2% | +581.9% | +5,999.3% | +4,748.5% |
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