-42.8%
WULF vs PDD
-21.4%
-21.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -3.1% |
| 7D | +29.4% | -7.6% | +37.0% | +25.9% |
| 30D | -1.3% | -5.4% | +4.1% | -2.5% |
| 3M | -24.1% | -12.9% | -11.2% | -25.4% |
| 6M | -42.8% | -19.0% | -23.8% | -45.0% |
| All | -42.8% | -21.4% | -21.4% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling