+376.6%
WELL vs PDD
+210.2%
+166.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.7% |
| 30D | -0.1% | -9.6% | +9.5% | +0.2% |
| 3M | +18.0% | -4.3% | +22.3% | +18.1% |
| 6M | +15.0% | -18.8% | +33.8% | +15.6% |
| YTD | +28.6% | -27.5% | +56.1% | +29.6% |
| 1Y | +42.9% | -33.6% | +76.6% | +44.3% |
| 3Y | +203.0% | -20.4% | +223.4% | +201.9% |
| 5Y | +206.9% | -19.6% | +226.5% | +200.9% |
| All | +376.6% | +210.2% | +166.4% | +343.1% |
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