-15.3%
WDAY vs PEGA
-30.0%
+14.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | -4.4% | +3.3% | -7.7% | -6.2% |
| 30D | +14.7% | +17.7% | -3.0% | +4.2% |
| 3M | +32.4% | +5.8% | +26.6% | +25.7% |
| 6M | +36.9% | -20.3% | +57.1% | +45.0% |
| YTD | -8.8% | -37.1% | +28.3% | +2.6% |
| 1Y | -15.3% | -30.2% | +14.9% | -8.0% |
| All | -15.3% | -30.0% | +14.7% | -8.0% |
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 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