-32.8%
PDD vs WETO
-99.4%
+66.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -4.1% | -57.2% | +53.1% | -3.6% |
| 30D | -13.1% | -48.8% | +35.7% | -13.9% |
| 3M | -3.5% | -97.7% | +94.2% | -3.6% |
| 6M | -21.8% | -94.3% | +72.5% | -23.2% |
| YTD | -29.7% | -97.0% | +67.4% | -29.8% |
| 1Y | -36.2% | -98.9% | +62.7% | -35.2% |
| All | -32.8% | -99.4% | +66.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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