+7,913.9%
WST vs PEGA
+1,209.2%
+6,704.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.7% |
| 7D | +0.7% | +3.3% | -2.5% | +0.4% |
| 30D | -3.1% | +17.7% | -20.9% | -4.7% |
| 3M | +7.2% | +5.8% | +1.4% | +6.2% |
| 6M | +36.8% | -20.3% | +57.1% | +38.8% |
| YTD | +23.8% | -37.1% | +61.0% | +28.0% |
| 1Y | +37.8% | -30.2% | +68.0% | +40.7% |
| 3Y | -15.9% | +48.1% | -64.0% | -20.7% |
| 5Y | -25.8% | -46.8% | +21.0% | -25.0% |
| 10Y | +319.6% | +191.3% | +128.3% | +271.8% |
| All | +7,913.9% | +1,209.2% | +6,704.7% | +5,804.2% |
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 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