+3.2%
WULF vs PDD
-43.8%
+47.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | +29.4% | -7.6% | +37.0% | +31.4% |
| 30D | -1.3% | -5.4% | +4.1% | -0.4% |
| 3M | -24.1% | -12.9% | -11.2% | -20.7% |
| 6M | -42.8% | -19.0% | -23.8% | -37.9% |
| YTD | +13.5% | -31.6% | +45.1% | +36.1% |
| 1Y | +3.2% | -43.0% | +46.2% | +22.6% |
| All | +3.2% | -43.8% | +47.0% | +22.6% |
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