+467.1%
DDOG vs BBWI
+47.9%
+419.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | -10.1% | +1.5% | -11.7% | -10.4% |
| 30D | -24.8% | -5.2% | -19.6% | -24.0% |
| 3M | -12.6% | +11.1% | -23.7% | -15.1% |
| 6M | +79.9% | -13.4% | +93.3% | +82.3% |
| YTD | +56.6% | +0.1% | +56.5% | +53.1% |
| 1Y | +61.6% | -36.1% | +97.7% | +72.6% |
| 3Y | +117.9% | -44.1% | +162.0% | +129.8% |
| 5Y | +54.2% | -66.2% | +120.5% | +74.2% |
| All | +467.1% | +47.9% | +419.2% | +472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling