+211.0%
PDD vs WAB
+171.4%
+39.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | +5.6% | +1.4% | +4.2% | +5.0% |
| 30D | +5.8% | +0.4% | +5.4% | +5.4% |
| 3M | -8.6% | -3.8% | -4.8% | -7.8% |
| 6M | -18.8% | +5.1% | -23.9% | -21.1% |
| YTD | -26.8% | +33.3% | -60.1% | -34.4% |
| 1Y | -39.3% | +39.8% | -79.1% | -46.5% |
| 3Y | -22.5% | +161.1% | -183.5% | -45.7% |
| 5Y | -0.8% | +209.5% | -210.2% | -34.3% |
| All | +211.0% | +171.4% | +39.6% | +133.4% |
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 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