+400.9%
WELL vs PDD
+198.2%
+202.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +7.8% | -2.4% | +10.1% | +7.8% |
| 3M | +10.2% | -12.7% | +22.9% | +10.6% |
| 6M | +16.4% | -20.0% | +36.4% | +17.0% |
| YTD | +35.2% | -30.3% | +65.5% | +36.3% |
| 1Y | +30.5% | -42.4% | +72.8% | +32.2% |
| 3Y | +206.1% | -27.5% | +233.6% | +205.8% |
| 5Y | +228.3% | -14.9% | +243.2% | +221.9% |
| All | +400.9% | +198.2% | +202.7% | +366.2% |
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