+76.9%
DDOG vs BBWI
-25.1%
+102.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +3.0% | +0.4% |
| 7D | +5.6% | -4.5% | +10.2% | +6.3% |
| 30D | -34.9% | +17.1% | -52.0% | -36.7% |
| 3M | -23.4% | +17.5% | -40.9% | -26.0% |
| 6M | -7.7% | +12.8% | -20.6% | -11.0% |
| YTD | +35.6% | +8.2% | +27.5% | +30.8% |
| 1Y | -3.4% | -1.8% | -1.6% | -5.5% |
| All | +76.9% | -25.1% | +102.0% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling