+670.1%
WING vs PEGA
+185.5%
+484.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -0.5% | -8.6% | +8.1% | +1.9% |
| 30D | +32.3% | -10.1% | +42.4% | +36.1% |
| 3M | +50.2% | -4.7% | +54.9% | +51.1% |
| 6M | +31.7% | -8.0% | +39.6% | +32.3% |
| YTD | -29.6% | -47.1% | +17.5% | -18.1% |
| 1Y | -29.7% | -47.5% | +17.8% | -18.2% |
| 3Y | -19.8% | +40.2% | -60.0% | -37.9% |
| 5Y | +3.1% | -45.7% | +48.8% | +7.3% |
| 10Y | +682.9% | +85.1% | +597.8% | +444.1% |
| All | +670.1% | +185.5% | +484.6% | +355.5% |
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