+433.7%
WST vs PEGA
+107.3%
+326.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.7% |
| 7D | -3.1% | -4.5% | +1.4% | -2.1% |
| 30D | +9.1% | -5.7% | +14.8% | +10.3% |
| 3M | +14.7% | +2.7% | +12.0% | +13.2% |
| 6M | +28.0% | -10.5% | +38.5% | +29.3% |
| YTD | +45.6% | -45.4% | +91.1% | +63.8% |
| 1Y | +45.7% | -44.7% | +90.4% | +62.9% |
| 3Y | +21.1% | +45.7% | -24.6% | +0.8% |
| 5Y | +0.3% | -45.3% | +45.6% | +7.0% |
| All | +433.7% | +107.3% | +326.4% | +301.0% |
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 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