-38.6%
PDD vs WSM
+44.0%
-82.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +1.2% |
| 7D | +6.0% | +8.0% | -2.0% | +4.4% |
| 30D | +5.5% | +13.5% | -8.0% | +3.0% |
| 3M | -9.8% | +8.8% | -18.6% | -11.4% |
| 6M | -16.0% | +54.7% | -70.7% | -23.9% |
| YTD | -27.6% | +53.3% | -80.8% | -34.4% |
| 1Y | -38.6% | +41.1% | -79.7% | -43.5% |
| All | -38.6% | +44.0% | -82.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling