+211.0%
PDD vs WCN
+156.4%
+54.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +5.6% | +2.9% | +2.7% | +4.9% |
| 30D | +5.8% | +22.1% | -16.3% | +0.8% |
| 3M | -8.6% | +13.2% | -21.8% | -11.3% |
| 6M | -18.8% | +23.7% | -42.5% | -23.1% |
| YTD | -26.8% | +8.7% | -35.5% | -28.5% |
| 1Y | -39.3% | +15.3% | -54.6% | -41.7% |
| 3Y | -22.5% | +46.0% | -68.5% | -32.6% |
| 5Y | -0.8% | +45.9% | -46.7% | -14.6% |
| All | +211.0% | +156.4% | +54.5% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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