+4,056.8%
WAB vs PPG
+1,012.9%
+3,043.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.1% |
| 7D | +0.2% | -3.7% | +4.0% | +2.4% |
| 30D | -4.6% | -7.2% | +2.6% | -0.4% |
| 3M | +5.6% | -7.3% | +13.0% | +9.7% |
| 6M | +13.8% | +0.3% | +13.5% | +12.3% |
| YTD | +31.9% | +6.5% | +25.3% | +25.2% |
| 1Y | +48.3% | +0.5% | +47.7% | +45.1% |
| 3Y | +167.1% | -15.3% | +182.4% | +183.0% |
| 5Y | +222.9% | -22.9% | +245.8% | +253.4% |
| 10Y | +289.9% | +28.4% | +261.5% | +212.6% |
| All | +4,056.8% | +1,012.9% | +3,043.9% | +1,146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling