+10,555.5%
WAT vs PPG
+971.9%
+9,583.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.0% | -7.8% | +6.8% | +2.4% |
| 3M | +10.9% | -2.2% | +13.1% | +11.5% |
| 6M | +33.2% | +4.1% | +29.0% | +30.0% |
| YTD | +6.1% | +9.1% | -3.0% | +1.2% |
| 1Y | +30.2% | +1.0% | +29.3% | +28.1% |
| 3Y | +52.9% | -13.3% | +66.1% | +59.9% |
| 5Y | -5.1% | -19.2% | +14.1% | +0.4% |
| 10Y | +152.6% | +25.9% | +126.7% | +117.3% |
| All | +10,555.5% | +971.9% | +9,583.5% | +4,149.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling