+197.4%
PDD vs WAB
+190.4%
+6.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.9% |
| 7D | -1.0% | +4.0% | -5.0% | -2.4% |
| 30D | -2.4% | +6.3% | -8.7% | -4.6% |
| 3M | -14.6% | +3.3% | -17.9% | -15.8% |
| 6M | -19.6% | +14.5% | -34.1% | -24.0% |
| YTD | -30.0% | +42.7% | -72.7% | -38.6% |
| 1Y | -42.5% | +45.2% | -87.7% | -49.9% |
| 3Y | -27.2% | +173.8% | -200.9% | -49.7% |
| 5Y | -8.2% | +223.8% | -232.0% | -40.3% |
| All | +197.4% | +190.4% | +6.9% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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