+467.1%
DDOG vs BWA
+127.1%
+340.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.5% |
| 7D | -10.1% | +5.7% | -15.8% | -11.3% |
| 30D | -24.8% | +1.4% | -26.2% | -25.0% |
| 3M | -12.6% | -12.1% | -0.5% | -10.2% |
| 6M | +79.9% | +28.6% | +51.4% | +67.2% |
| YTD | +56.6% | +51.1% | +5.5% | +37.8% |
| 1Y | +61.6% | +55.9% | +5.7% | +40.7% |
| 3Y | +117.9% | +70.1% | +47.7% | +80.5% |
| 5Y | +54.2% | +90.7% | -36.5% | +20.4% |
| All | +467.1% | +127.1% | +340.0% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling