+2,735.9%
PPG vs WST
+12,330.1%
-9,594.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.7% |
| 30D | -5.0% | -3.1% | -1.8% | -4.1% |
| 3M | +1.1% | +7.2% | -6.1% | -1.1% |
| 6M | -3.2% | +36.8% | -40.0% | -12.0% |
| YTD | +11.9% | +23.8% | -12.0% | +4.2% |
| 1Y | +5.3% | +37.8% | -32.4% | -5.3% |
| 3Y | -15.0% | -15.9% | +0.9% | -18.1% |
| 5Y | -19.6% | -25.8% | +6.2% | -21.6% |
| 10Y | +27.0% | +319.6% | -292.6% | -32.8% |
| All | +2,735.9% | +12,330.1% | -9,594.2% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling