+1,043.3%
WSM vs PEGA
+184.6%
+858.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.7% |
| 7D | -0.5% | -3.0% | +2.5% | +0.3% |
| 30D | -7.7% | +15.9% | -23.6% | -12.0% |
| 3M | +3.8% | +10.8% | -7.1% | -0.8% |
| 6M | +22.7% | -16.5% | +39.2% | +26.9% |
| YTD | +28.0% | -39.0% | +67.0% | +44.1% |
| 1Y | +12.7% | -37.3% | +50.0% | +24.6% |
| 3Y | +231.3% | +59.2% | +172.1% | +141.8% |
| 5Y | +177.2% | -44.9% | +222.1% | +192.0% |
| All | +1,043.3% | +184.6% | +858.7% | +675.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling