+59.0%
DDOG vs GWRE
-44.7%
+103.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.9% | -13.2% | +17.1% | +11.2% |
| 30D | -8.2% | -18.6% | +10.4% | -1.1% |
| 3M | -5.6% | +18.9% | -24.5% | -21.7% |
| 6M | +73.5% | -11.0% | +84.5% | +72.3% |
| YTD | +62.7% | -29.9% | +92.6% | +64.3% |
| 1Y | +59.0% | -44.3% | +103.3% | +78.0% |
| All | +59.0% | -44.7% | +103.6% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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