-21.6%
PDD vs WST
+16.9%
-38.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.4% |
| 7D | +5.9% | -5.8% | +11.7% | +6.2% |
| 30D | +7.1% | +5.3% | +1.8% | +6.7% |
| 3M | -7.7% | +11.8% | -19.5% | -8.3% |
| 6M | -13.2% | +26.7% | -39.9% | -14.4% |
| YTD | -26.0% | +43.0% | -68.9% | -27.6% |
| 1Y | -38.4% | +38.9% | -77.3% | -39.7% |
| All | -21.6% | +16.9% | -38.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling