-41.7%
PDD vs WAB
+45.2%
-86.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.2% | -3.4% |
| 7D | -1.4% | +4.0% | -5.4% | -1.8% |
| 30D | -1.0% | +4.5% | -5.5% | -1.5% |
| 3M | -12.3% | +2.3% | -14.6% | -12.5% |
| 6M | -18.5% | +12.5% | -31.0% | -21.0% |
| YTD | -29.0% | +40.2% | -69.2% | -39.3% |
| All | -41.7% | +45.2% | -86.9% | -50.6% |
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