+222.3%
WAB vs PPG
-24.1%
+246.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | +0.1% | -6.2% | +6.4% | +3.5% |
| 30D | -4.1% | -7.9% | +3.9% | +0.1% |
| 3M | +8.2% | -10.2% | +18.4% | +13.9% |
| 6M | +15.4% | +2.7% | +12.7% | +12.6% |
| YTD | +33.1% | +4.9% | +28.3% | +27.8% |
| 1Y | +48.1% | -3.2% | +51.3% | +48.1% |
| 3Y | +167.7% | -17.0% | +184.7% | +184.9% |
| All | +222.3% | -24.1% | +246.4% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling