-55.4%
WULF vs PDD
-5.9%
-49.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 6M | -46.3% | -19.6% | -26.7% | -44.2% |
| YTD | +9.3% | -30.0% | +39.3% | +17.5% |
| 1Y | -12.2% | -42.5% | +30.4% | -1.3% |
| 3Y | +1,181.6% | -27.2% | +1,208.8% | +1,208.2% |
| 5Y | -55.4% | -8.2% | -47.2% | -53.9% |
| All | -55.4% | -5.9% | -49.6% | -53.9% |
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