+207.9%
PDD vs WWD
+332.2%
-124.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | -9.6% | -7.2% | -2.4% | -8.0% |
| 3M | -4.3% | -3.8% | -0.4% | -4.1% |
| 6M | -18.8% | -9.9% | -8.8% | -17.5% |
| YTD | -27.5% | +14.8% | -42.3% | -31.0% |
| 1Y | -33.6% | +42.1% | -75.7% | -40.4% |
| 3Y | -20.4% | +170.8% | -191.2% | -40.9% |
| 5Y | -19.6% | +197.5% | -217.1% | -42.8% |
| All | +207.9% | +332.2% | -124.3% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling