+197.4%
PDD vs WWD
+317.1%
-119.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -2.4% | -0.4% | -2.0% | -2.6% |
| 3M | -14.6% | -6.1% | -8.5% | -13.7% |
| 6M | -19.6% | -9.5% | -10.1% | -18.6% |
| YTD | -30.0% | +10.8% | -40.8% | -33.0% |
| 1Y | -42.5% | +23.5% | -66.0% | -46.6% |
| 3Y | -27.2% | +151.3% | -178.4% | -45.0% |
| 5Y | -8.2% | +187.8% | -196.0% | -34.3% |
| All | +197.4% | +317.1% | -119.8% | +99.7% |
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