+148.4%
WEC vs PEGA
+170.9%
-22.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | +0.4% | -6.1% | +6.5% | +0.7% |
| 30D | +0.9% | +6.4% | -5.5% | +0.5% |
| 3M | -5.3% | +2.9% | -8.2% | -5.7% |
| 6M | -6.6% | -23.8% | +17.3% | -5.5% |
| YTD | +3.3% | -41.1% | +44.3% | +5.8% |
| 1Y | +2.1% | -38.2% | +40.3% | +4.1% |
| 3Y | +39.6% | +49.8% | -10.3% | +30.1% |
| 5Y | +31.2% | -48.0% | +79.2% | +33.3% |
| 10Y | +148.4% | +173.1% | -24.7% | +97.4% |
| All | +148.4% | +170.9% | -22.4% | +97.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling