-38.6%
PDD vs WST
+47.3%
-85.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.4% |
| 7D | +6.0% | +1.3% | +4.8% | +5.9% |
| 30D | +5.5% | +8.5% | -3.0% | +4.4% |
| 3M | -9.8% | +17.2% | -27.0% | -11.4% |
| 6M | -16.0% | +36.3% | -52.3% | -18.7% |
| YTD | -27.6% | +48.9% | -76.5% | -32.1% |
| 1Y | -38.6% | +42.9% | -81.5% | -42.2% |
| All | -38.6% | +47.3% | -85.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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