+302.1%
WDAY vs PEGA
+505.0%
-202.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -4.4% | +3.3% | -7.7% | -5.7% |
| 30D | +14.7% | +17.7% | -3.0% | +7.2% |
| 3M | +32.4% | +5.8% | +26.6% | +29.5% |
| 6M | +36.9% | -20.3% | +57.1% | +50.9% |
| YTD | -8.8% | -37.1% | +28.3% | +9.9% |
| 1Y | -15.3% | -30.2% | +14.9% | -3.3% |
| 3Y | -21.2% | +48.1% | -69.3% | -41.9% |
| 5Y | -29.5% | -46.8% | +17.3% | -20.6% |
| 10Y | +120.0% | +191.3% | -71.3% | +15.4% |
| All | +302.1% | +505.0% | -202.9% | +80.2% |
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