-27.7%
PDD vs WWD
+148.2%
-175.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -4.9% | +4.0% | -8.8% | -5.5% |
| 30D | -3.0% | +0.4% | -3.4% | -3.3% |
| 3M | -6.2% | -7.9% | +1.7% | -5.1% |
| 6M | -20.7% | -10.6% | -10.1% | -20.0% |
| YTD | -30.4% | +9.4% | -39.7% | -32.4% |
| 1Y | -41.3% | +25.7% | -67.0% | -44.4% |
| 3Y | -27.7% | +148.5% | -176.2% | -32.7% |
| All | -27.7% | +148.2% | -175.9% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling