+12.7%
WSM vs PEGA
-36.0%
+48.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +1.0% |
| 7D | -0.5% | -3.0% | +2.5% | -0.3% |
| 30D | -7.7% | +15.9% | -23.6% | -9.0% |
| 3M | +3.8% | +10.8% | -7.1% | +2.4% |
| 6M | +22.7% | -16.5% | +39.2% | +23.9% |
| YTD | +28.0% | -39.0% | +67.0% | +30.6% |
| 1Y | +12.7% | -37.3% | +50.0% | +12.8% |
| All | +12.7% | -36.0% | +48.8% | +12.8% |
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