+201.5%
PDD vs WWD
+315.6%
-114.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -8.0% | -4.2% |
| 7D | -1.4% | +4.2% | -5.6% | -2.6% |
| 30D | -1.0% | -0.8% | -0.3% | -1.2% |
| 3M | -12.3% | -8.2% | -4.1% | -10.8% |
| 6M | -18.5% | -9.8% | -8.7% | -17.4% |
| YTD | -29.0% | +10.4% | -39.4% | -32.0% |
| 1Y | -40.7% | +25.5% | -66.2% | -45.2% |
| 3Y | -25.7% | +155.8% | -181.5% | -44.2% |
| 5Y | -3.3% | +187.3% | -190.6% | -30.8% |
| All | +201.5% | +315.6% | -114.1% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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