+892.2%
WULF vs PDD
-16.7%
+908.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.0% | +11.2% | +9.1% |
| 7D | +21.9% | -4.1% | +26.0% | +23.4% |
| 30D | +4.6% | -13.1% | +17.7% | +9.0% |
| 3M | -30.9% | -3.5% | -27.5% | -30.6% |
| 6M | +29.9% | -21.8% | +51.7% | +39.5% |
| YTD | +55.4% | -29.7% | +85.1% | +72.6% |
| 1Y | +94.1% | -36.2% | +130.3% | +121.2% |
| 3Y | +892.2% | -16.4% | +908.6% | +640.3% |
| All | +892.2% | -16.7% | +908.9% | +640.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling