+499.9%
DDOG vs GWRE
+31.4%
+468.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -5.0% | +12.1% | +10.4% |
| 7D | +7.7% | -26.2% | +33.9% | +27.6% |
| 30D | -13.6% | -17.8% | +4.1% | -5.2% |
| 3M | -0.9% | +14.2% | -15.2% | -15.8% |
| 6M | +75.2% | -12.9% | +88.1% | +78.7% |
| YTD | +65.7% | -29.2% | +94.9% | +94.1% |
| 1Y | +60.4% | -44.4% | +104.8% | +120.7% |
| 3Y | +130.7% | +51.1% | +79.6% | +26.7% |
| 5Y | +59.9% | +16.5% | +43.4% | +4.8% |
| All | +499.9% | +31.4% | +468.5% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling