+391.0%
DDOG vs BWA
+72.4%
+318.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -35.8% | -14.6% | -21.2% | -33.3% |
| 3M | -25.3% | -26.2% | +1.0% | -19.9% |
| 6M | -8.9% | -18.4% | +9.6% | -5.3% |
| YTD | +35.6% | +14.7% | +20.9% | +27.1% |
| 1Y | -6.8% | +13.3% | -20.2% | -12.4% |
| 3Y | +77.9% | +64.7% | +13.2% | +47.2% |
| 5Y | -3.1% | +32.2% | -35.3% | -18.8% |
| All | +391.0% | +72.4% | +318.7% | +218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling