-42.4%
PDD vs WAB
+46.1%
-88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -3.8% | +3.1% | -6.9% | -4.0% |
| 30D | -2.4% | +6.4% | -8.8% | -2.9% |
| 3M | -12.7% | +2.2% | -14.9% | -12.8% |
| 6M | -20.0% | +13.7% | -33.7% | -22.2% |
| YTD | -30.3% | +43.0% | -73.3% | -40.5% |
| 1Y | -42.4% | +47.0% | -89.3% | -51.4% |
| All | -42.4% | +46.1% | -88.5% | -51.4% |
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