+292.2%
WAB vs PPG
+26.9%
+265.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | +0.1% | -6.2% | +6.4% | +4.1% |
| 30D | -4.1% | -7.9% | +3.9% | +0.9% |
| 3M | +8.2% | -10.2% | +18.4% | +14.9% |
| 6M | +15.4% | +2.7% | +12.7% | +11.9% |
| YTD | +33.1% | +4.9% | +28.3% | +26.7% |
| 1Y | +48.1% | -3.2% | +51.3% | +47.8% |
| 3Y | +167.7% | -17.0% | +184.7% | +187.8% |
| 5Y | +225.7% | -23.3% | +249.0% | +259.4% |
| All | +292.2% | +26.9% | +265.4% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling