+15,106.2%
WSM vs PEGA
+1,023.8%
+14,082.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.5% | -4.8% |
| 7D | -3.2% | -4.6% | +1.4% | -2.6% |
| 30D | +4.6% | -6.8% | +11.5% | +5.6% |
| 3M | +2.4% | +2.6% | -0.1% | +1.8% |
| 6M | +43.7% | -5.4% | +49.0% | +43.5% |
| YTD | +42.1% | -46.0% | +88.1% | +52.7% |
| 1Y | +32.3% | -45.6% | +77.9% | +41.9% |
| 3Y | +253.0% | +43.2% | +209.9% | +219.7% |
| 5Y | +161.3% | -45.3% | +206.5% | +164.8% |
| 10Y | +1,105.9% | +88.9% | +1,017.0% | +943.0% |
| All | +15,106.2% | +1,023.8% | +14,082.4% | +7,534.0% |
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 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