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  • PDD vs WY✓SelectedUSD · WYPDD vs WY performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

PDD vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+194.4%
WY return
-10.6%
Excess return
+205.1%
Maximum drawdown
-87.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D-1.4%-0.4%-1.0%-1.3%
7D-4.4%-1.7%-2.7%-3.9%
30D-15.5%-9.9%-5.6%-12.8%
3M-4.1%-7.5%+3.5%-2.2%
6M-23.4%-5.1%-18.3%-22.7%
YTD-30.7%-2.1%-28.6%-31.0%
1Y-37.6%-7.3%-30.3%-37.0%
3Y-17.5%-22.6%+5.1%-13.1%
5Y-24.6%-19.8%-4.8%-20.8%
All+194.4%-10.6%+205.1%+270.1%

Cumulative growth

Daily Returns

Daily percentage return beside WY.

Daily Out/Under-Performance

Portfolio return minus WY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × WY 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 WY 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