-30.9%
WULF vs PDD
-22.9%
-8.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | +15.6% | -4.4% | +20.0% | +16.7% |
| 30D | +5.7% | -15.5% | +21.2% | +9.8% |
| 3M | -32.3% | -4.1% | -28.2% | -31.9% |
| 6M | +23.7% | -23.4% | +47.1% | +30.8% |
| YTD | +49.1% | -30.7% | +79.8% | +61.5% |
| 1Y | +66.3% | -37.6% | +104.0% | +84.2% |
| 3Y | +851.7% | -17.5% | +869.2% | +853.1% |
| 5Y | -30.9% | -24.6% | -6.3% | -28.8% |
| All | -30.9% | -22.9% | -8.1% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling