-23.1%
PPG vs WSM
+175.3%
-198.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -7.9% | -7.7% | -0.2% | -5.8% |
| 3M | -10.2% | +3.8% | -14.0% | -11.1% |
| 6M | +2.7% | +22.7% | -20.0% | -3.1% |
| YTD | +4.9% | +28.0% | -23.1% | -2.3% |
| 1Y | -3.2% | +12.7% | -15.9% | -7.0% |
| 3Y | -17.0% | +231.3% | -248.3% | -44.9% |
| All | -23.1% | +175.3% | -198.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling