+27.6%
WMB vs PPG
-0.8%
+28.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.8% |
| 7D | -1.0% | -6.2% | +5.2% | -1.4% |
| 30D | -0.4% | -7.9% | +7.5% | -0.9% |
| 3M | +3.2% | -10.2% | +13.4% | +2.7% |
| 6M | +0.1% | +2.7% | -2.6% | -0.1% |
| YTD | +23.9% | +4.9% | +19.0% | +24.2% |
| 1Y | +27.6% | -3.2% | +30.8% | +27.6% |
| All | +27.6% | -0.8% | +28.4% | +27.6% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling