+290.7%
WDAY vs PEGA
+404.6%
-113.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.3% |
| 7D | -4.0% | -10.0% | +6.0% | +0.5% |
| 30D | +1.9% | -12.7% | +14.6% | +8.1% |
| 3M | +5.9% | -4.6% | +10.5% | +8.2% |
| 6M | +48.8% | -13.1% | +61.9% | +58.7% |
| YTD | -11.4% | -47.6% | +36.1% | +15.4% |
| 1Y | -15.5% | -47.0% | +31.5% | +9.3% |
| 3Y | -15.6% | +42.0% | -57.6% | -36.8% |
| 5Y | -35.2% | -47.8% | +12.6% | -27.4% |
| 10Y | +123.9% | +92.0% | +31.9% | +39.7% |
| All | +290.7% | +404.6% | -113.9% | +89.2% |
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