+310.4%
WM vs PPG
+23.8%
+286.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -1.2% | -3.7% | +2.5% | -0.2% |
| 30D | -4.5% | -7.2% | +2.7% | -2.6% |
| 3M | -2.2% | -7.3% | +5.1% | -0.6% |
| 6M | -11.5% | +0.3% | -11.7% | -12.5% |
| YTD | -0.7% | +6.5% | -7.2% | -4.0% |
| 1Y | +0.3% | +0.5% | -0.2% | -1.5% |
| 3Y | +44.2% | -15.3% | +59.5% | +46.6% |
| 5Y | +51.6% | -22.9% | +74.5% | +55.9% |
| 10Y | +310.4% | +28.4% | +282.0% | +237.0% |
| All | +310.4% | +23.8% | +286.6% | +237.0% |
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