-22.1%
PPG vs WST
-26.5%
+4.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -3.7% | -1.7% | -2.1% | -3.4% |
| 30D | -7.2% | -4.3% | -2.9% | -6.4% |
| 3M | -7.3% | +0.7% | -8.1% | -7.6% |
| 6M | +0.3% | +36.0% | -35.8% | -6.2% |
| YTD | +6.5% | +22.7% | -16.2% | +1.5% |
| 1Y | +0.5% | +34.1% | -33.6% | -6.2% |
| 3Y | -15.3% | -13.6% | -1.7% | -17.0% |
| All | -22.1% | -26.5% | +4.4% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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