+324.5%
WST vs PEGA
+175.4%
+149.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -4.6% | +9.6% | -14.2% | -6.9% |
| 3M | +5.7% | +2.3% | +3.4% | +4.1% |
| 6M | +37.6% | -23.9% | +61.5% | +44.5% |
| YTD | +23.0% | -39.8% | +62.8% | +35.5% |
| 1Y | +33.8% | -37.4% | +71.2% | +44.8% |
| 3Y | -13.4% | +53.1% | -66.5% | -28.1% |
| 5Y | -27.0% | -47.2% | +20.3% | -20.6% |
| 10Y | +324.5% | +174.3% | +150.2% | +211.2% |
| All | +324.5% | +175.4% | +149.2% | +211.2% |
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