+211.0%
PDD vs WING
+281.3%
-70.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +5.6% | +9.0% | -3.4% | +3.6% |
| 30D | +5.8% | +39.9% | -34.2% | -2.1% |
| 3M | -8.6% | +40.4% | -49.0% | -16.2% |
| 6M | -18.8% | +12.9% | -31.7% | -23.0% |
| YTD | -26.8% | -31.1% | +4.3% | -23.2% |
| 1Y | -39.3% | -32.7% | -6.6% | -36.1% |
| 3Y | -22.5% | -19.8% | -2.7% | -30.2% |
| 5Y | -0.8% | +4.0% | -4.7% | -25.4% |
| All | +211.0% | +281.3% | -70.3% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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