+2,364.9%
WEC vs PEGA
+1,001.0%
+1,363.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -0.5% | -8.6% | +8.1% | -0.3% |
| 30D | +12.0% | -10.1% | +22.1% | +12.3% |
| 3M | +11.1% | -4.7% | +15.8% | +11.2% |
| 6M | +6.0% | -8.0% | +13.9% | +6.0% |
| YTD | +14.3% | -47.1% | +61.4% | +16.2% |
| 1Y | +8.0% | -47.5% | +55.5% | +9.8% |
| 3Y | +62.8% | +40.2% | +22.6% | +58.5% |
| 5Y | +55.3% | -45.7% | +101.1% | +54.6% |
| 10Y | +193.2% | +85.1% | +108.1% | +178.9% |
| All | +2,364.9% | +1,001.0% | +1,363.9% | +2,019.1% |
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