+86.1%
WULF vs PDD
-33.4%
+119.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +7.6% | -4.1% | +11.6% | +9.5% |
| 30D | -8.6% | -9.6% | +1.0% | -4.8% |
| 3M | -37.0% | -4.3% | -32.7% | -35.9% |
| 6M | +7.4% | -18.8% | +26.2% | +20.1% |
| YTD | +43.7% | -27.5% | +71.2% | +69.1% |
| 1Y | +86.1% | -33.6% | +119.8% | +114.9% |
| All | +86.1% | -33.4% | +119.6% | +114.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling