+394.4%
WELL vs PDD
+213.3%
+181.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +4.4% | +5.6% | -1.2% | +4.3% |
| 30D | +10.8% | +5.8% | +5.0% | +10.6% |
| 3M | +4.2% | -8.6% | +12.8% | +4.4% |
| 6M | +14.0% | -18.8% | +32.8% | +14.6% |
| YTD | +33.4% | -26.8% | +60.2% | +34.4% |
| 1Y | +32.4% | -39.3% | +71.7% | +34.0% |
| 3Y | +194.7% | -22.5% | +217.2% | +193.9% |
| 5Y | +226.5% | -0.8% | +227.2% | +219.2% |
| All | +394.4% | +213.3% | +181.1% | +359.5% |
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