+786.7%
WDC vs PDD
+200.9%
+585.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.6% |
| 7D | +6.0% | -4.1% | +10.1% | +6.7% |
| 30D | +9.9% | -13.1% | +23.0% | +12.3% |
| 3M | -9.4% | -3.5% | -5.9% | -9.4% |
| 6M | +94.7% | -21.8% | +116.5% | +101.4% |
| YTD | +177.4% | -29.7% | +207.0% | +192.0% |
| 1Y | +412.6% | -36.2% | +448.8% | +448.5% |
| 3Y | +1,359.8% | -16.4% | +1,376.1% | +1,345.1% |
| 5Y | +992.6% | -23.8% | +1,016.4% | +910.8% |
| All | +786.7% | +200.9% | +585.8% | +458.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling