+326.4%
WM vs PPG
+57.0%
+269.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.2% | +3.2% | -2.1% | +0.3% |
| 30D | +13.7% | +20.4% | -6.7% | +8.0% |
| 3M | +5.2% | +8.4% | -3.2% | +2.7% |
| 6M | +11.2% | +15.6% | -4.5% | +6.1% |
| YTD | +9.4% | +24.4% | -15.0% | +1.3% |
| 1Y | +20.4% | +32.9% | -12.5% | +9.2% |
| 3Y | +44.7% | +3.7% | +41.0% | +38.9% |
| 5Y | +58.5% | -13.7% | +72.2% | +58.9% |
| 10Y | +326.4% | +55.5% | +270.9% | +240.5% |
| All | +326.4% | +57.0% | +269.3% | +240.5% |
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