+207.9%
PDD vs WAB
+170.7%
+37.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.1% | -3.2% | -0.9% | -3.1% |
| 30D | -9.6% | -4.4% | -5.2% | -8.4% |
| 3M | -4.3% | +7.9% | -12.1% | -7.4% |
| 6M | -18.8% | +8.7% | -27.5% | -21.8% |
| YTD | -27.5% | +33.0% | -60.5% | -34.8% |
| 1Y | -33.6% | +46.7% | -80.3% | -42.3% |
| 3Y | -20.4% | +153.0% | -173.4% | -43.5% |
| 5Y | -19.6% | +222.3% | -241.9% | -47.1% |
| All | +207.9% | +170.7% | +37.2% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling