-42.1%
PDD vs WAB
+45.8%
-87.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -1.5% |
| 7D | -1.0% | +4.0% | -5.0% | -1.2% |
| 30D | -2.4% | +6.3% | -8.7% | -2.9% |
| 3M | -14.6% | +3.3% | -17.9% | -14.9% |
| 6M | -19.6% | +14.5% | -34.1% | -22.2% |
| YTD | -30.0% | +42.7% | -72.7% | -40.2% |
| All | -42.1% | +45.8% | -87.9% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling