+296.2%
WDAY vs PEGA
+425.2%
-129.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.1% |
| 7D | -2.5% | -4.5% | +2.0% | -0.5% |
| 30D | +4.7% | -5.7% | +10.4% | +7.4% |
| 3M | +13.3% | +2.7% | +10.6% | +12.2% |
| 6M | +57.3% | -10.5% | +67.8% | +65.6% |
| YTD | -10.2% | -45.4% | +35.3% | +15.0% |
| 1Y | -14.1% | -44.7% | +30.7% | +9.2% |
| 3Y | -11.7% | +45.7% | -57.3% | -34.5% |
| 5Y | -33.5% | -45.3% | +11.8% | -27.0% |
| 10Y | +133.1% | +102.6% | +30.5% | +42.2% |
| All | +296.2% | +425.2% | -129.0% | +88.6% |
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