+84.7%
WULF vs PDD
+193.7%
-109.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.6% |
| 7D | -0.6% | -4.6% | +4.1% | +0.1% |
| 30D | -3.6% | -14.0% | +10.3% | -1.5% |
| 3M | -30.4% | -4.9% | -25.5% | -30.1% |
| 6M | +12.5% | -25.8% | +38.2% | +17.2% |
| YTD | +40.5% | -31.4% | +71.8% | +48.2% |
| 1Y | +53.0% | -37.6% | +90.6% | +63.5% |
| 3Y | +796.7% | -18.4% | +815.0% | +805.7% |
| 5Y | -30.9% | -25.0% | -5.9% | -33.2% |
| All | +84.7% | +193.7% | -109.0% | +66.5% |
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 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