+59.9%
DDOG vs BWA
+89.5%
-29.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.6% |
| 7D | +7.7% | +0.1% | +7.5% | +7.6% |
| 30D | -13.6% | -5.6% | -8.1% | -12.2% |
| 3M | -0.9% | -10.7% | +9.8% | +2.2% |
| 6M | +75.2% | +23.2% | +52.1% | +59.9% |
| YTD | +65.7% | +46.0% | +19.7% | +38.3% |
| 1Y | +60.4% | +51.2% | +9.2% | +31.5% |
| 3Y | +130.7% | +69.6% | +61.1% | +73.9% |
| 5Y | +59.9% | +86.6% | -26.7% | +3.9% |
| All | +59.9% | +89.5% | -29.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling