+214.4%
PDD vs WWD
+283.1%
-68.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.6% |
| 7D | +5.9% | -2.6% | +8.4% | +6.4% |
| 30D | +7.1% | -7.7% | +14.8% | +8.9% |
| 3M | -7.7% | -17.7% | +10.0% | -3.6% |
| 6M | -13.2% | -15.9% | +2.7% | -10.5% |
| YTD | -26.0% | +1.8% | -27.7% | -27.6% |
| 1Y | -38.4% | +17.4% | -55.8% | -42.1% |
| 3Y | -21.1% | +137.1% | -158.2% | -39.6% |
| 5Y | +0.3% | +162.4% | -162.1% | -26.5% |
| All | +214.4% | +283.1% | -68.7% | +115.7% |
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