+13.7%
WSM vs PEGA
-30.0%
+43.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -3.3% | +3.3% | -6.6% | -3.5% |
| 30D | -8.4% | +17.7% | -26.1% | -9.7% |
| 3M | +9.7% | +5.8% | +3.9% | +8.7% |
| 6M | +16.7% | -20.3% | +36.9% | +18.2% |
| YTD | +28.7% | -37.1% | +65.8% | +31.0% |
| 1Y | +13.7% | -30.2% | +43.9% | +11.5% |
| All | +13.7% | -30.0% | +43.7% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling