+207.9%
PDD vs WCN
+123.2%
+84.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -4.1% | -0.6% | -3.4% | -3.9% |
| 30D | -9.6% | +0.4% | -10.0% | -9.7% |
| 3M | -4.3% | +7.3% | -11.6% | -6.1% |
| 6M | -18.8% | -2.5% | -16.3% | -18.5% |
| YTD | -27.5% | -5.4% | -22.1% | -26.8% |
| 1Y | -33.6% | -8.5% | -25.2% | -32.5% |
| 3Y | -20.4% | +20.8% | -41.2% | -27.3% |
| 5Y | -19.6% | +30.0% | -49.6% | -29.0% |
| All | +207.9% | +123.2% | +84.7% | +110.8% |
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