+1,104.4%
WSM vs PEGA
+97.3%
+1,007.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +5.1% | -4.1% | +9.2% | +6.2% |
| 3M | +5.1% | -2.8% | +7.9% | +5.4% |
| 6M | +48.6% | -0.4% | +49.0% | +45.6% |
| YTD | +44.2% | -45.4% | +89.6% | +67.4% |
| 1Y | +38.1% | -42.6% | +80.7% | +57.4% |
| 3Y | +257.2% | +45.4% | +211.8% | +165.5% |
| 5Y | +165.1% | -44.6% | +209.7% | +176.0% |
| All | +1,104.4% | +97.3% | +1,007.1% | +744.3% |
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 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