-3.6%
DDOG vs BBWI
-67.6%
+64.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.6% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | -31.6% | +12.9% | -44.5% | -34.4% |
| 3M | -27.0% | +16.0% | -43.0% | -31.2% |
| 6M | -10.3% | +16.6% | -26.9% | -16.9% |
| YTD | +35.4% | +9.7% | +25.7% | +25.6% |
| 1Y | -1.0% | +1.5% | -2.5% | -6.9% |
| 3Y | +76.7% | -21.4% | +98.0% | +61.1% |
| All | -3.6% | -67.6% | +64.0% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling