+207.9%
PDD vs WCC
+522.2%
-314.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.2% |
| 7D | -4.1% | +4.5% | -8.5% | -5.1% |
| 30D | -9.6% | -5.8% | -3.8% | -8.5% |
| 3M | -4.3% | -3.7% | -0.6% | -4.4% |
| 6M | -18.8% | +23.1% | -41.8% | -24.1% |
| YTD | -27.5% | +44.2% | -71.7% | -35.0% |
| 1Y | -33.6% | +62.1% | -95.7% | -42.5% |
| 3Y | -20.4% | +121.1% | -141.5% | -39.2% |
| 5Y | -19.6% | +214.0% | -233.5% | -45.8% |
| All | +207.9% | +522.2% | -314.3% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling