+117.1%
DDOG vs GWRE
+50.1%
+67.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.9% | -13.2% | +17.1% | +10.4% |
| 30D | -8.2% | -18.6% | +10.4% | -1.4% |
| 3M | -5.6% | +18.9% | -24.5% | -17.5% |
| 6M | +73.5% | -11.0% | +84.5% | +74.1% |
| YTD | +62.7% | -29.9% | +92.6% | +77.4% |
| 1Y | +59.0% | -44.3% | +103.3% | +88.8% |
| 3Y | +117.1% | +51.7% | +65.5% | +32.8% |
| All | +117.1% | +50.1% | +67.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling