+194.4%
PDD vs WSM
+800.9%
-606.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.4% | +2.6% | -7.0% | -5.0% |
| 30D | -15.5% | -9.3% | -6.2% | -13.5% |
| 3M | -4.1% | +7.1% | -11.1% | -6.0% |
| 6M | -23.4% | +21.7% | -45.1% | -27.6% |
| YTD | -30.7% | +28.7% | -59.4% | -35.5% |
| 1Y | -37.6% | +13.9% | -51.5% | -40.4% |
| 3Y | -17.5% | +232.2% | -249.7% | -43.6% |
| 5Y | -24.6% | +176.4% | -201.0% | -47.8% |
| All | +194.4% | +800.9% | -606.5% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling