+191.4%
PDD vs WTW
+115.6%
+75.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.4% | -5.7% | +0.4% | -3.8% |
| 30D | -12.6% | -7.3% | -5.4% | -10.8% |
| 3M | -4.3% | +21.5% | -25.8% | -9.6% |
| 6M | -24.4% | +9.6% | -34.0% | -26.9% |
| YTD | -31.4% | -3.3% | -28.1% | -31.4% |
| 1Y | -38.1% | -6.1% | -32.0% | -37.7% |
| 3Y | -20.1% | +61.8% | -82.0% | -35.6% |
| 5Y | -25.0% | +42.7% | -67.7% | -37.3% |
| All | +191.4% | +115.6% | +75.8% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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