+13,565.9%
WWD vs PEGA
+1,209.2%
+12,356.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | +1.3% | +3.3% | -2.0% | +0.9% |
| 30D | -7.2% | +17.7% | -24.9% | -9.1% |
| 3M | -3.8% | +5.8% | -9.6% | -5.1% |
| 6M | -9.9% | -20.3% | +10.3% | -8.3% |
| YTD | +14.8% | -37.1% | +52.0% | +19.5% |
| 1Y | +42.1% | -30.2% | +72.3% | +45.5% |
| 3Y | +170.8% | +48.1% | +122.7% | +146.3% |
| 5Y | +197.5% | -46.8% | +244.3% | +198.1% |
| 10Y | +477.8% | +191.3% | +286.5% | +378.6% |
| All | +13,565.9% | +1,209.2% | +12,356.6% | +9,526.8% |
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