+195.8%
PDD vs WST
+322.2%
-126.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.5% |
| 7D | -4.9% | +4.2% | -9.1% | -6.0% |
| 30D | -3.0% | +11.2% | -14.3% | -6.0% |
| 3M | -6.2% | +20.4% | -26.6% | -11.1% |
| 6M | -20.7% | +37.9% | -58.6% | -27.9% |
| YTD | -30.4% | +51.8% | -82.2% | -38.9% |
| 1Y | -41.3% | +56.6% | -97.9% | -49.1% |
| 3Y | -27.7% | +24.2% | -51.9% | -39.2% |
| 5Y | -16.9% | +0.7% | -17.5% | -24.2% |
| All | +195.8% | +322.2% | -126.4% | +55.5% |
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