+12,071.9%
WAT vs PPG
+1,104.5%
+10,967.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.6% | +0.7% | -0.2% | +0.3% |
| 30D | +5.4% | +17.6% | -12.1% | -1.6% |
| 3M | +11.3% | +7.5% | +3.8% | +7.7% |
| 6M | +37.4% | +17.6% | +19.8% | +27.4% |
| YTD | +21.2% | +22.6% | -1.4% | +9.9% |
| 1Y | +21.3% | +28.0% | -6.7% | +8.0% |
| 3Y | +83.4% | +1.8% | +81.6% | +79.2% |
| 5Y | +29.0% | -15.5% | +44.5% | +33.5% |
| 10Y | +223.9% | +54.9% | +169.0% | +156.2% |
| All | +12,071.9% | +1,104.5% | +10,967.4% | +4,512.8% |
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 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