-23.7%
PDD vs WSM
+179.2%
-202.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | -4.1% | -3.3% | -0.8% | -3.1% |
| 30D | -9.6% | -8.4% | -1.2% | -7.2% |
| 3M | -4.3% | +9.7% | -13.9% | -7.5% |
| 6M | -18.8% | +16.7% | -35.4% | -23.4% |
| YTD | -27.5% | +28.7% | -56.2% | -33.9% |
| 1Y | -33.6% | +13.7% | -47.3% | -37.3% |
| 3Y | -20.4% | +230.1% | -250.5% | -55.1% |
| All | -23.7% | +179.2% | -202.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling