+66.3%
WULF vs PDD
-37.1%
+103.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | +15.6% | -4.4% | +20.0% | +17.5% |
| 30D | +5.7% | -15.5% | +21.2% | +13.1% |
| 3M | -32.3% | -4.1% | -28.2% | -31.7% |
| 6M | +23.7% | -23.4% | +47.1% | +41.7% |
| YTD | +49.1% | -30.7% | +79.8% | +77.3% |
| 1Y | +66.3% | -37.6% | +104.0% | +95.6% |
| All | +66.3% | -37.1% | +103.4% | +95.6% |
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