+5,500.1%
WMB vs PPG
+2,691.0%
+2,809.1%
-98.0%
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 | +2.3% | -2.5% | +4.8% | +3.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +7.7% | -7.8% | +15.5% | +12.1% |
| 3M | +6.7% | -2.2% | +8.9% | +6.6% |
| 6M | +3.6% | +4.1% | -0.5% | -1.2% |
| YTD | +28.0% | +9.1% | +18.9% | +18.2% |
| 1Y | +37.6% | +1.0% | +36.7% | +31.5% |
| 3Y | +149.0% | -13.3% | +162.3% | +148.7% |
| 5Y | +285.3% | -19.2% | +304.5% | +280.1% |
| 10Y | +302.1% | +25.9% | +276.1% | +197.2% |
| All | +5,500.1% | +2,691.0% | +2,809.1% | +1,023.9% |
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