-3.1%
DDOG vs EWT
+127.6%
-130.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.5% | -1.5% |
| 7D | -2.3% | +3.2% | -5.5% | -5.5% |
| 30D | -35.8% | -12.3% | -23.5% | -28.2% |
| 3M | -25.3% | -3.6% | -21.7% | -23.2% |
| 6M | -8.9% | +3.1% | -12.0% | -15.3% |
| YTD | +35.6% | +57.7% | -22.1% | -20.3% |
| 1Y | -6.8% | +60.3% | -67.1% | -46.2% |
| 3Y | +77.9% | +163.4% | -85.5% | -50.6% |
| 5Y | -3.1% | +127.4% | -130.6% | -61.7% |
| All | -3.1% | +127.6% | -130.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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