+46.7%
WAB vs PPG
+5.2%
+41.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -4.4% | -5.0% | +0.5% | -2.4% |
| 3M | +7.9% | +1.1% | +6.7% | +6.7% |
| 6M | +8.7% | -3.2% | +11.9% | +8.7% |
| YTD | +33.0% | +11.9% | +21.1% | +25.1% |
| 1Y | +46.7% | +5.3% | +41.3% | +40.4% |
| All | +46.7% | +5.2% | +41.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling