+198.7%
PDD vs WWD
+323.6%
-124.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -13.1% | -6.4% | -6.7% | -11.7% |
| 3M | -3.5% | -5.6% | +2.1% | -2.9% |
| 6M | -21.8% | -9.1% | -12.7% | -20.7% |
| YTD | -29.7% | +12.5% | -42.2% | -32.7% |
| 1Y | -36.2% | +41.3% | -77.5% | -42.6% |
| 3Y | -16.4% | +170.2% | -186.6% | -37.9% |
| 5Y | -23.8% | +192.5% | -216.3% | -45.6% |
| All | +198.7% | +323.6% | -124.9% | +100.6% |
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