-22.5%
PDD vs WST
+19.1%
-41.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +5.6% | -3.1% | +8.7% | +5.8% |
| 30D | +5.8% | +9.1% | -3.3% | +5.2% |
| 3M | -8.6% | +14.7% | -23.3% | -9.3% |
| 6M | -18.8% | +28.0% | -46.8% | -20.0% |
| YTD | -26.8% | +45.6% | -72.4% | -28.5% |
| 1Y | -39.3% | +45.7% | -84.9% | -40.7% |
| 3Y | -22.5% | +21.1% | -43.6% | -23.1% |
| All | -22.5% | +19.1% | -41.6% | -23.1% |
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