+7.6%
WBD vs PDD
+210.2%
-202.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | +8.8% | -9.6% | +18.4% | +9.8% |
| 3M | +4.6% | -4.3% | +8.9% | +4.9% |
| 6M | +1.1% | -18.8% | +19.8% | +2.8% |
| YTD | -2.0% | -27.5% | +25.5% | +0.7% |
| 1Y | +140.0% | -33.6% | +173.6% | +148.4% |
| 3Y | +144.4% | -20.4% | +164.8% | +141.5% |
| 5Y | -0.2% | -19.6% | +19.4% | -8.8% |
| All | +7.6% | +210.2% | -202.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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