+13,670.2%
WSM vs PEGA
+1,209.2%
+12,460.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.0% | +2.2% |
| 7D | -3.3% | +3.3% | -6.6% | -3.7% |
| 30D | -8.4% | +17.7% | -26.1% | -10.6% |
| 3M | +9.7% | +5.8% | +3.9% | +8.1% |
| 6M | +16.7% | -20.3% | +36.9% | +19.5% |
| YTD | +28.7% | -37.1% | +65.8% | +35.5% |
| 1Y | +13.7% | -30.2% | +43.9% | +17.5% |
| 3Y | +230.1% | +48.1% | +182.0% | +197.5% |
| 5Y | +179.0% | -46.8% | +225.7% | +183.7% |
| 10Y | +1,002.5% | +191.3% | +811.2% | +802.9% |
| All | +13,670.2% | +1,209.2% | +12,460.9% | +6,673.8% |
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 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