+404.4%
WING vs PEGA
+239.5%
+164.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.9% | +3.3% | -7.1% | -4.8% |
| 30D | -11.6% | +17.7% | -29.3% | -15.9% |
| 3M | -24.2% | +5.8% | -30.0% | -26.3% |
| 6M | -54.1% | -20.3% | -33.8% | -51.7% |
| YTD | -53.9% | -37.1% | -16.8% | -48.7% |
| 1Y | -64.4% | -30.2% | -34.2% | -61.9% |
| 3Y | -30.2% | +48.1% | -78.3% | -46.2% |
| 5Y | -34.1% | -46.8% | +12.7% | -29.2% |
| 10Y | +342.1% | +191.3% | +150.8% | +168.6% |
| All | +404.4% | +239.5% | +164.9% | +185.3% |
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