+211.0%
PDD vs WAT
+132.5%
+78.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +5.6% | -1.1% | +6.7% | +5.9% |
| 30D | +5.8% | +5.0% | +0.8% | +3.7% |
| 3M | -8.6% | +14.5% | -23.1% | -13.2% |
| 6M | -18.8% | +30.9% | -49.8% | -27.2% |
| YTD | -26.8% | +20.5% | -47.2% | -33.1% |
| 1Y | -39.3% | +23.3% | -62.6% | -45.1% |
| 3Y | -22.5% | +81.5% | -104.0% | -45.5% |
| 5Y | -0.8% | +33.4% | -34.2% | -19.8% |
| All | +211.0% | +132.5% | +78.4% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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