+195.8%
PDD vs WSM
+909.0%
-713.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.0% | +5.1% | -8.1% | -4.3% |
| 3M | -6.2% | +5.1% | -11.3% | -7.5% |
| 6M | -20.7% | +48.6% | -69.3% | -28.7% |
| YTD | -30.4% | +44.2% | -74.5% | -37.1% |
| 1Y | -41.3% | +38.1% | -79.4% | -46.4% |
| 3Y | -27.7% | +257.2% | -284.9% | -51.2% |
| 5Y | -16.9% | +165.1% | -182.0% | -42.6% |
| All | +195.8% | +909.0% | -713.2% | +40.3% |
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