+207.9%
PDD vs WST
+244.5%
-36.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -9.6% | -3.1% | -6.5% | -8.8% |
| 3M | -4.3% | +7.2% | -11.5% | -6.3% |
| 6M | -18.8% | +36.8% | -55.6% | -26.4% |
| YTD | -27.5% | +23.8% | -51.3% | -32.6% |
| 1Y | -33.6% | +37.8% | -71.4% | -40.5% |
| 3Y | -20.4% | -15.9% | -4.5% | -22.3% |
| 5Y | -19.6% | -25.8% | +6.2% | -18.6% |
| All | +207.9% | +244.5% | -36.6% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling