+1,181.6%
WULF vs PDD
-26.6%
+1,208.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.8% |
| 7D | +0.2% | -1.0% | +1.2% | +0.2% |
| 30D | -8.8% | -2.4% | -6.4% | -8.7% |
| 3M | -22.5% | -14.6% | -7.8% | -19.4% |
| 6M | -46.3% | -19.6% | -26.7% | -43.5% |
| YTD | +9.3% | -30.0% | +39.3% | +20.1% |
| 1Y | -12.2% | -42.5% | +30.4% | +1.7% |
| 3Y | +1,181.6% | -27.2% | +1,208.8% | +1,319.3% |
| All | +1,181.6% | -26.6% | +1,208.2% | +1,319.3% |
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