-23.7%
PDD vs WCC
+216.1%
-239.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.3% |
| 7D | -4.1% | +4.5% | -8.5% | -5.2% |
| 30D | -9.6% | -5.8% | -3.8% | -8.4% |
| 3M | -4.3% | -3.7% | -0.6% | -4.3% |
| 6M | -18.8% | +23.1% | -41.8% | -24.9% |
| YTD | -27.5% | +44.2% | -71.7% | -36.2% |
| 1Y | -33.6% | +62.1% | -95.7% | -43.9% |
| 3Y | -20.4% | +121.1% | -141.5% | -42.9% |
| All | -23.7% | +216.1% | -239.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling