+499.9%
DDOG vs BBWI
+34.2%
+465.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.3% | +13.5% | +8.5% |
| 7D | +7.7% | -4.4% | +12.1% | +8.5% |
| 30D | -13.6% | -7.4% | -6.2% | -12.4% |
| 3M | -0.9% | -2.2% | +1.3% | -1.2% |
| 6M | +75.2% | -16.3% | +91.5% | +78.7% |
| YTD | +65.7% | -9.1% | +74.8% | +65.1% |
| 1Y | +60.4% | -34.5% | +94.9% | +70.1% |
| 3Y | +130.7% | -47.0% | +177.6% | +145.6% |
| 5Y | +59.9% | -68.8% | +128.7% | +83.7% |
| All | +499.9% | +34.2% | +465.7% | +517.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling