+33.8%
WST vs PEGA
-35.6%
+69.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.5% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | -4.6% | +9.6% | -14.2% | -4.9% |
| 3M | +5.7% | +2.3% | +3.4% | +5.6% |
| 6M | +37.6% | -23.9% | +61.5% | +39.6% |
| YTD | +23.0% | -39.8% | +62.8% | +25.2% |
| 1Y | +33.8% | -37.4% | +71.2% | +35.7% |
| All | +33.8% | -35.6% | +69.4% | +35.7% |
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