+37.8%
WST vs PEGA
-30.0%
+67.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | +0.7% | +3.3% | -2.5% | +0.6% |
| 30D | -3.1% | +17.7% | -20.9% | -3.7% |
| 3M | +7.2% | +5.8% | +1.4% | +7.0% |
| 6M | +36.8% | -20.3% | +57.1% | +38.8% |
| YTD | +23.8% | -37.1% | +61.0% | +26.2% |
| 1Y | +37.8% | -30.2% | +68.0% | +37.4% |
| All | +37.8% | -30.0% | +67.8% | +37.4% |
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