+19.8%
DDOG vs BWA
+17.4%
+2.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.5% | -11.9% | -14.2% |
| 7D | -32.2% | -9.9% | -22.3% | -31.9% |
| 30D | -31.7% | -16.4% | -15.4% | -31.3% |
| 3M | -34.5% | -19.8% | -14.7% | -34.0% |
| 6M | +28.7% | -10.0% | +38.6% | +29.1% |
| YTD | +38.8% | +12.7% | +26.0% | +30.9% |
| 1Y | +19.8% | +15.7% | +4.2% | +12.5% |
| All | +19.8% | +17.4% | +2.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling