+401.5%
WELL vs PDD
+199.6%
+201.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +10.2% | -2.4% | +12.6% | +10.3% |
| 3M | +6.1% | -14.6% | +20.8% | +6.6% |
| 6M | +16.6% | -19.6% | +36.2% | +17.2% |
| YTD | +35.3% | -30.0% | +65.3% | +36.5% |
| 1Y | +31.5% | -42.5% | +74.0% | +33.2% |
| 3Y | +206.5% | -27.2% | +233.6% | +206.2% |
| 5Y | +222.0% | -8.2% | +230.2% | +215.3% |
| All | +401.5% | +199.6% | +201.9% | +366.7% |
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