+201.5%
PDD vs WST
+318.6%
-117.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.4% | -4.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.9% |
| 30D | -1.0% | +12.9% | -13.9% | -4.5% |
| 3M | -12.3% | +16.7% | -28.9% | -16.2% |
| 6M | -18.5% | +26.8% | -45.3% | -24.2% |
| YTD | -29.0% | +50.5% | -79.5% | -37.6% |
| 1Y | -40.7% | +52.9% | -93.6% | -48.2% |
| 3Y | -25.7% | +23.9% | -49.6% | -37.6% |
| 5Y | -3.3% | +1.0% | -4.3% | -12.2% |
| All | +201.5% | +318.6% | -117.1% | +58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling